Uncovered Interest-rate Parity and Risk Premium: Evidence from EUR/RSD Exchange Rate
Author:
Affiliation:
1. Faculty of Economics, University of Belgrade, Belgrade, Serbia
Funder
Ministarstvo Prosvete, Nauke i Tehnološkog Razvoja
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00128775.2020.1840275
Reference78 articles.
1. The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)
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3. Exchange Rate as a Determinant of Corporate Loan Defaults in a Euroized Economy: Evidence from Micro-Level Data
4. Can time-varying risk premiums explain the excess returns in the interest rate parity condition?
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