Interest parity, cointegration, and the term structure : testing in an integrated framework
Year of publication: |
July 2016
|
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Authors: | Georgoutsos, Demetris A. ; Kouretas, Georgios P. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 46.2016, p. 281-294
|
Subject: | Cointegration | Expectations theory | Uncovered interest parity | Eurocurrency markets | Temporal stability | Zinsparität | Interest rate parity | Theorie | Theory | Zinsstruktur | Yield curve | Kointegration | Erwartungsbildung | Expectation formation |
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