Uncovered interest parity with switching regimes
Arielle Beyaert, José García-Solances, Juan J. Pérez-Castejón
| Year of publication: |
2007
|
|---|---|
| Authors: | Beyaert, Arielle ; García-Solances, José ; Pérez-Castejón, Juan J. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 24.2007, 2, p. 189-202
|
| Subject: | Zinsparität | Interest rate parity | VAR-Modell | VAR model | Markov-Kette | Markov chain | USA | United States | Deutschland | Germany | Großbritannien | United Kingdom | Spanien | Spain | 1973-2001 | 1986-2001 |
| 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/10003415651