Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence
Jose Olmo and Keith Pilbeam
| Year of publication: |
2011
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|---|---|
| Authors: | Olmo, Jose ; Pilbeam, Keith |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 2, p. 189-204
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| Subject: | Covered interest parity | efficient market hypothesis | Taylor expansions | uncovered interest parity | wild bootstrap | Zinsparität | Interest rate parity | Effizienzmarkthypothese | Efficient market hypothesis | Devisenmarkt | Foreign exchange market | Theorie | Theory | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009159745