Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

Journal of International Money and Finance

Volumn 25, Issue 7, 2006, Pages 1168-1186

  Sarantis, Nicholas ^a  

^a LONDON METROPOLITAN UNIVERSITY   (United Kingdom)

Author keywords

Fundamentalists and chartists; Government bonds; Time varying risk premium; Traded currency volatility; Uncovered interest parity

Indexed keywords

EID: 33750960093     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2006.08.002     Document Type: Article

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