Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal
doi 10.2139/ssrn.298754
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Testing Uncovered Interest Rate Parity Using LIBOR

Applied Economics
EconomicsEconometrics
2014English

Exchange Rate Indeterminacy in Portfolio Balance, Mundell-Fleming and Uncovered Interest Rate Parity Models

Cambridge Journal of Economics
EconomicsEconometrics
2004English

The Research of Uncovered Interest Parity and Monetary Policy

2017English

Liquidity Premia and Interest Rate Parity

Journal of International Economics
EconomicsEconometricsFinance
2015English

Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
1988English

Interest Rate Term Structure Decomposition at the Instrument Level

SSRN Electronic Journal
2016English

Deviations From Covered Interest Rate Parity

SSRN Electronic Journal
2016English

Deviations From Covered Interest Rate Parity

2017English

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?

SSRN Electronic Journal
2001English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy