Panel data models and the uncovered interest parity condition : the role of two-way unobserved components
Year of publication: |
July 2016
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Authors: | Herger, Nils |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 21.2016, 3, p. 294-310
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Subject: | Exchange rates | exchange rate risk premium | panel data | uncovered interest parity condition | uncovered interest parity puzzle | Zinsparität | Interest rate parity | Theorie | Theory | Wechselkurs | Exchange rate | Schätzung | Estimation | Panel | Panel study | Risikoprämie | Risk premium | Deutschland | Germany | Großbritannien | United Kingdom |
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