A Reconsideration of Uncovered Interest Rate Parity under Switching Policy Regimes
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- Lee, Hsiu-Yun & Chen, Show-Lin, 2006. "Why use Markov-switching models in exchange rate prediction?," Economic Modelling, Elsevier, vol. 23(4), pages 662-668, July.
- Beyaert, Arielle & Garcia-Solanes, Jose & Perez-Castejon, Juan J., 2007. "Uncovered interest parity with switching regimes," Economic Modelling, Elsevier, vol. 24(2), pages 189-202, March.
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KeywordsPolicy Rules; Switching Regimes; Markov Process; Rational;
- F31 - International Economics - - International Finance - - - Foreign Exchange
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