Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence
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References listed on IDEAS
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More about this item
Keywordscointegration; expectations theory; uncovered interest parity; eurocurrency markets; Granger causality;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
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