Implications of Volatility for Uncovered Interest Parity Testing

被引:0
|
作者
Horobet, Alexandra [1 ]
Dumitrescu, Sorin [1 ,2 ,3 ]
Dumitrescu, Dan Gabriel [1 ]
机构
[1] Univ Econ Studies, Bucharest, Romania
[2] Univ Econ Studies, Finance Related Disciplines & Econometr, Fac Int Business & Econ, Bucharest, Romania
[3] Natl Ctr Social Res Athens Leonardo da Vinci, Athens, Greece
关键词
FOREIGN-EXCHANGE MARKET; PESO PROBLEM; RATES; PREMIUMS; RISK;
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:253 / 275
页数:23
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