Discrete policy interventions and rational forecast errors foreign exchange markets: The uncovered interest parity hypothesis revisited

International Journal of Finance and Economics

Volumn 7, Issue 4, 2002, Pages 327-338

  Kirikos, Dimitris G ^a  

^a TECHNOLOGICAL EDUCATIONAL INSTITUTE OF CRETE   (Greece)

Author keywords

Markov process; Policy rule; Rational forecast errors; Switching regimes

Indexed keywords

CURRENCY MARKET; EXCHANGE RATE; FORECASTING METHOD; MONETARY POLICY;

EID: 0036408425     PISSN: 10769307     EISSN: None     Source Type: Journal    
DOI: 10.1002/ijfe.195     Document Type: Article

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