A panel data analysis of uncovered interest parity and time-varying risk premium
Dinçer Afat, Michael Frömmel
| Year of publication: |
2021
|
|---|---|
| Authors: | Afat, Dinçer ; Frömmel, Michael |
| Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 32.2021, 3, p. 507-526
|
| Subject: | Uncovered interest parity | Exchange rate | Panel data | Cross-section dependence | Panel ARDL | Financial markets | Zinsparität | Interest rate parity | Panel | Panel study | Risikoprämie | Risk premium | Wechselkurs | Schätzung | Estimation | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11079-020-09605-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619375