Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods
Year of publication: |
2012-09-01
|
---|---|
Authors: | Nagayasu, Jun |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Panel unit root tests | structural shifts | forward premiums | Lehman shock |
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