Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
Year of publication: |
2005
|
---|---|
Authors: | Brueggemann, Ralf ; Luetkepohl, Helmut |
Institutions: | Department of Economics, European University Institute |
Subject: | Unit Roots | Multiple Frequency I(1) Process | Nonrational Transfer Function | Cointegration | VARMA Process | Information Criteria |
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