The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
Year of publication: |
2019
|
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Authors: | Engel, Charles ; Lee, Dohyeon ; Liu, Chang ; Liu, Chenxin ; Wu, Steve Pak Yeung |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 95.2019, p. 317-331
|
Subject: | Uncovered interest parity puzzle | Exchange rate forecasting | Taylor rules | Liquidity | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Taylor-Regel | Taylor rule | Theorie | Theory | Prognoseverfahren | Forecasting model |
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