Does risk premium help uncover the uncovered interest parity failure?
Satish Kumar
| Year of publication: |
2019
|
|---|---|
| Authors: | Kumar, Satish |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 63.2019, p. 1-12
|
| Subject: | Component GARCH-M | Risk premium | Uncovered interest parity | Zinsparität | Interest rate parity | Risikoprämie | Großbritannien | United Kingdom |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2019.101135 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012263300