Showing 111 - 120 of 1,263
Persistent link: https://www.econbiz.de/10003924302
Persistent link: https://www.econbiz.de/10009011324
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/10009570031
Persistent link: https://www.econbiz.de/10009373903
Persistent link: https://www.econbiz.de/10009153993
Persistent link: https://www.econbiz.de/10009154043
Persistent link: https://www.econbiz.de/10009159828
Persistent link: https://www.econbiz.de/10009161106
Persistent link: https://www.econbiz.de/10009509164
Persistent link: https://www.econbiz.de/10009545774