Modeling Covered Interest Parity Deviations - A Structural VAR Approach
Year of publication: |
2012
|
---|---|
Authors: | Rao, Vadhindran K. |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zinsparität | Interest rate parity | VAR-Modell | VAR model | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Schock | Shock | US-Dollar | US dollar |
Extent: | 1 Online-Ressource (19 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1934411 [DOI] |
Classification: | F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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