Testing Uncovered Interest Rate Parity Using LIBOR

Applied Economics - United Kingdom
doi 10.1080/00036846.2014.939375
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Informa UK Limited

Related search

Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal
2002English

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

Testing Uncovered Interest Parity at Short and Long Horizons During the Post-Bretton Woods Era

2005English

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

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
1988English

Deviations From Covered Interest Rate Parity

SSRN Electronic Journal
2016English

Liquidity Premia and Interest Rate Parity

Journal of International Economics
EconomicsEconometricsFinance
2015English

Deviations From Covered Interest Rate Parity

2017English

Testing Interest Rate Parity and Rational Expectations for Canada and the United States

Canadian Journal of Economics
EconomicsEconometrics
1987English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy