Nonlinearity in Deviations From Uncovered Interest Parity : An Explanation of the Forward Bias Puzzle
Year of publication: |
2006
|
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Authors: | Valente, Giorgio |
Other Persons: | Valente, Giorgio (contributor) ; Leon, H. L. (contributor) ; Sarno, Lucio (contributor) |
Publisher: |
Washington, D.C : International Monetary Fund |
Subject: | Theorie | Theory | Zinsparität | Interest rate parity | Währungsderivat | Currency derivative | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis |
Extent: | Online-Ressource (44 p) |
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Series: | IMF working papers. - Washington, DC : IMF, ZDB-ID 2108494-4. - Vol. Working Paper No. 06/136 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
ISBN: | 1-4518-6396-9 ; 978-1-4518-6396-3 |
Other identifiers: | 10.5089/9781451863963.001 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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