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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"Journal of international money and finance"
~person:"Garratt, Anthony"
~person:"Guirguis, Michel"
~person:"Jenkins, Stephen"
~person:"Kapetanios, George"
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Großbritannien
Wechselkurs
Currency derivative
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Dynamic regressions
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation
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Estimation theory
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Forward premium anomaly
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Interest rate parity
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Garratt, Anthony
Guirguis, Michel
Jenkins, Stephen
Kapetanios, George
Baillie, Richard
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Chinn, Menzie David
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Diebold, Francis X.
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Journal of international money and finance
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ECONIS (ZBW)
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A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
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