The uncovered return parity condition
Year of publication: |
2007-09
|
---|---|
Authors: | Cappiello, Lorenzo ; Santis, Roberto A. De |
Institutions: | European Central Bank |
Subject: | GMM | stochastic discount factor | Uncovered interest parity | Uncovered Return Parity |
-
The uncovered return parity condition
Cappiello, Lorenzo, (2007)
-
Exchange rate risk and business cycles
Lloyd, Simon, (2020)
-
Currency risk premiums : a multi-horizon perspective
Chernov, Mikhail, (2023)
- More ...
-
Explaining exchange rate dynamics: the uncovered equity return parity condition
Cappiello, Lorenzo, (2005)
-
Measuring financial integration in new EU member states.
Baltzer, Markus, (2008)
-
The impact of the euro on equity markets: a country and sector decomposition
Cappiello, Lorenzo, (2008)
- More ...