Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union
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DOI: 10.1016/j.physa.2020.124257
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- Marek A. Dąbrowski & Jakub Janus, 2024.
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- Dąbrowski, Marek A. & Janus, Jakub, 2021. "Does the interest parity puzzle hold for Central and Eastern European economies?," MPRA Paper 107558, University Library of Munich, Germany.
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Keywords
Uncovered interest rate parity; Detrended cross-correlation analysis; Detrending moving-average cross-correlation analysis;All these keywords.
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