Title of article
Deviations from daily uncovered interest rate parity and the role of intervention
Author/Authors
Richard T. Baillie، نويسنده , , William P. Osterberg، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2000
Pages
17
From page
363
To page
379
Keywords
Central bank intervention , Exchange rates , Uncovered interest rate parity , Risk premium , FIGARCH
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2000
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189604
Link To Document