Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks
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- Zorica Mladenović & Jelena Rašković, 2018. "Econometric Testing Of Uncovered Interest Rate Parity In Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 63(216), pages 35-62, January –.
- Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019. "Regional and global integration of Asian stock markets," Research in International Business and Finance, Elsevier, vol. 50(C), pages 357-368.
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More about this item
Keywords
Uncovered interest parity; arbitrage; structural breaks; expectations; Central and Eastern Europe;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F15 - International Economics - - Trade - - - Economic Integration
NEP fields
This paper has been announced in the following NEP Reports:- NEP-TRA-2015-06-20 (Transition Economics)
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