A panel data analysis of uncovered interest parity and time-varying risk premium (Q2047027)

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scientific article; zbMATH DE number 7383465
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English
A panel data analysis of uncovered interest parity and time-varying risk premium
scientific article; zbMATH DE number 7383465

    Statements

    A panel data analysis of uncovered interest parity and time-varying risk premium (English)
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    19 August 2021
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    uncovered interest parity
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    exchange rate
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    panel data
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    cross-section dependence
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    panel ARDL
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    financial markets
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