An incomplete markets explanation of the UIP puzzle
Year of publication: |
2016
|
---|---|
Authors: | Rabitsch, Katrin |
Publisher: |
Kiel : Kiel University, FinMaP - Financial Distortions and Macroeconomic Performance |
Subject: | Uncovered Interest Rate Parity | Incomplete Markets Precautionary Savings | Time-Varying Risk Premium |
Series: | FinMaP-Working Paper ; 53 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 845694049 [GVK] hdl:10419/125825 [Handle] RePEc:zbw:fmpwps:53 [RePEc] |
Classification: | F31 - Foreign Exchange ; F41 - Open Economy Macroeconomics ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
-
An Incomplete Markets Explanation to the UIP Puzzle
Rabitsch, Katrin, (2014)
-
Exchange rates and political uncertainty : the Brexit case
Manasse, Paolo, (2020)
-
An incomplete markets explanation to the UIP puzzle
Rabitsch, Katrin, (2014)
- More ...
-
Three Essays in International Macroeconomics.
RABITSCH, Katrin, (2008)
-
An Estimated Two Country DSGE Model of Austria and the Euro Area
Breuss, Fritz, (2008)
-
Rabitsch, Katrin, (2010)
- More ...