Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches
Year of publication: |
1997
|
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Authors: | Koning, Camiel de ; Straetmans, Stefan |
Publisher: |
Rotterdam [u.a.] : Tinbergen Inst. |
Subject: | Uncovered interest parity | time-varying coefficients | state space modelling | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zustandsraummodell | State space model | Devisenmarkt | Foreign exchange market | Flexibler Wechselkurs | Flexible exchange rate |
Extent: | Online-Ressource (26 S.) |
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Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 1997,014 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/85569 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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