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~isPartOf:"International review of financial analysis"
~isPartOf:"Open economies review"
~person:"Caporale, Guglielmo Maria"
~subject:"Zinsparität"
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Zinsparität
Ankündigungseffekt
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Asymmetric adjustment
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CVAR (Cointegrated VAR)
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Cointegration
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Erwartungsbildung
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Caporale, Guglielmo Maria
Lothian, James R.
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Anderl, Christina
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International review of financial analysis
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
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