Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Nicholas Sarantis
| Year of publication: |
2006
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|---|---|
| Authors: | Sarantis, Nicholas |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 25.2006, 7, p. 1168-1186
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| Subject: | Zinsparität | Interest rate parity | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Risikoprämie | Risk premium | Währungsspekulation | Currency speculation | US-Dollar | US dollar | Welt | World | 1991-2000 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003394357