Testing Uncovered Interest Parity: A Continuous-Time Approach
Year of publication: |
2007-10
|
---|---|
Authors: | Diez de los Rios, Antonio ; Sentana, Enrique |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | Exchange Rates | Forward Premium Puzzle | Hausman Test | Interest Rates | Orstein-Uhlenbeck Process | Temporal Aggregation |
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