𝔖 Bobbio Scriptorium
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Witnesses: Re-Examination: Rebuttal of Evidence of Interest or Bias

Book ID
124330381
Publisher
University of Michigan Law School
Year
1923
Tongue
English
Weight
110 KB
Volume
21
Category
Article
ISSN
0026-2234

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πŸ“œ SIMILAR VOLUMES

Uncovered interest parity and the effici
Uncovered interest parity and the efficiency of the foreign exchange market: a re-examination of the evidence
✍ Jose Olmo; Keith Pilbeam πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 228 KB

In this paper, we find that the traditional approach to testing UIP is misleading because of the significant difference in volatility between the change in the log of the exchange rates and the forward premium, and also because of the presence of conditional heteroskedasticity in the data. This diff