Exchange Rate Overshooting and the Forward Premium Puzzle
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 145.
Date of creation: 01 Jul 2002
Date of revision:
Asymmetries; risk premium; Monte Carlo;
Find related papers by JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- F31 - International Economics - - International Finance - - - Foreign Exchange
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- Lee, Byung-Joo, 2007.
"Uncovered Interest Parity: Cross-sectional Evidence,"
10360, University Library of Munich, Germany.
- Byung‐Joo Lee, 2011. "Uncovered Interest Parity: Cross‐Sectional Evidence," Review of International Economics, Wiley Blackwell, vol. 19(2), pages 219-231, 05.
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