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

✍ Scribed by Nicholas Sarantis

• Book ID: 116658761
• Publisher: Elsevier Science
• Year: 2006
• Tongue: English
• Weight: 306 KB
• Volume: 25
• Category: Article
• ISSN: 0261-5606
• DOI: 10.1016/j.jimonfin.2006.08.002