Interest parity, cointegration, and the term structure : testing in an integrated framework
Dimitris A. Georgoutsos, Georgios P. Kouretas
| Year of publication: |
July 2016
|
|---|---|
| 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
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| Subject: | Cointegration | Expectations theory | Uncovered interest parity | Eurocurrency markets | Temporal stability | Theorie | Theory | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve | Kointegration | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011582102