Uncovered interest-rate parity and risk premium : evidence from EUR/RSD exchange rate
Year of publication: |
2021
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---|---|
Authors: | Božović, Miloš |
Published in: |
Eastern European economics : EEE. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1557-9298, ZDB-ID 2051894-8. - Vol. 59.2021, 3, p. 271-294
|
Subject: | exchange-rate fundamentals | Interest-rate differential | time-varying premium | Risikoprämie | Risk premium | Wechselkurs | Exchange rate | Zinsparität | Interest rate parity | Schätzung | Estimation | Deutschland | Germany | Zinsstruktur | Yield curve | Theorie | Theory |
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