Use of (time-domain) vector autoregressions to test uncovered interest parity
Takatoshi Ito
| Year of publication: |
1988
|
|---|---|
| Authors: | Itō, Takatoshi |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 70.1988, 2, p. 296-305
|
| Subject: | Zinsstruktur | Yield curve | USA | United States | Japan |
| 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/10001049217