A rank approach for studying cross-currency bases and the covered interest rate parity
Year of publication: |
2020
|
---|---|
Authors: | Gómez González, José Eduardo ; Gomez-Malagon, Santiago ; Melo-Velandia, Luis Fernando ; Ordoñez-Callamand, Daniel |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 59.2020, 1, p. 357-369
|
Subject: | Covered interest rate parity | Nonparametric rank tests | Cointegration | Time series panel | Cross-currency basis | Theorie | Theory | Zinsparität | Interest rate parity | Kointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Währungsderivat | Currency derivative | Wechselkurs | Exchange rate |
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