An alternative approach to testing uncovered interest parity
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/135048595356916
Reference20 articles.
1. The unbiasedness of the forward exchange rate: evidence from the 1920s
2. Distribution of the Estimators for Autoregressive Time Series With a Unit Root
3. Co-Integration and Error Correction: Representation, Estimation, and Testing
4. Forward and spot exchange rates
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