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Volumn 16, Issue 2, 2011, Pages 189-204

Uncovered interest parity and the efficiency of the foreign exchange market: A re-examination of the evidence

Author keywords

Covered interest parity; Efficient market hypothesis; Taylor expansions; Uncovered interest parity; Wild bootstrap

Indexed keywords

BOOTSTRAPPING; ECONOMETRICS; EXCHANGE RATE; HYPOTHESIS TESTING; PARAMETERIZATION; PURCHASING POWER PARITY; UNCERTAINTY ANALYSIS;

EID: 79953037837     PISSN: 10769307     EISSN: 10991158     Source Type: Journal    
DOI: 10.1002/ijfe.429     Document Type: Article
Times cited : (16)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.