A rank approach for studying cross-currency bases and the covered interest rate parity
por: Daniel Ordoñez-Callamand, Jose Eduardo Gomez-Gonzalez, Santiago Gomez-Malagon, Luis Fernando Melo-Velandia
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Ordoñez-Callamand, Daniel ; Gómez González, José Eduardo ; Gomez-Malagon, Santiago ; Melo-Velandia, Luis Fernando |
| Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
| 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 |
freely available
| Extent: | 1 Online-Ressource (circa 14 Seiten) Illustrationen |
|---|---|
| Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. núm. 994 (2017) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011661630