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

来源：

MONEY, BANKING AND FINANCIAL MARKETS IN CENTRAL AND EASTERN EUROPE: 20 YEARS OF TRANSITION | 2010年

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

页码：253 / 275

页数：23

共 50 条

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