The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Year of publication: |
December 2015
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Authors: | Cho, Dooyeon |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 34.2015, p. 229-238
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Subject: | Uncovered interest parity | Covered interest arbitrage | Nonlinearity | Time-varying parameter | Funding liquidity constraints | Band of inaction | Zinsparität | Interest rate parity | Theorie | Theory | Risikoprämie | Risk premium | Schätzung | Estimation | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Nichtlineare Regression | Nonlinear regression | Großbritannien | United Kingdom | Deutschland | Germany |
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