Showing 1 - 10 of 38
Persistent link: https://www.econbiz.de/10003769081
Persistent link: https://www.econbiz.de/10009664672
Persistent link: https://www.econbiz.de/10002172526
Persistent link: https://www.econbiz.de/10001425726
Persistent link: https://www.econbiz.de/10001509035
Persistent link: https://www.econbiz.de/10001432415
Persistent link: https://www.econbiz.de/10001466887
Persistent link: https://www.econbiz.de/10001244850
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10010283612
Persistent link: https://www.econbiz.de/10003811029