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Testing uncovered interest parity : a continuous-time approach

Antonio Diez de los Rios

Publication Data

Title Testing uncovered interest parity : a continuous-time approach
Author Antonio Diez de los Rios
Contributors Enrique Sentana, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2007
Publication location London
Language English

Topics

Interest rates :: Econometric models
Foreign exchange rates

Catalogue Data

OBNB ID GBB042046
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.801519

ISBD

P1053 32 p.
P1042 Includes bibliographical references.

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Testing uncovered interest parity : a continuous-time approach by Antonio Diez de los Rios. Published by Centre for Economic Policy Research in 2007. Publication and catalogue information, links to buy online and reader comments.