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: |
1997-01-30
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Authors: | Koning, Camiel de ; Straetmans, Stefan |
Institutions: | Tinbergen Instituut |
Subject: | Uncovered interest parity | time-varying coefficients | state space modelling |
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