The threshold nonstationary panel data approach to forward premiums
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More about this item
KeywordsPanel unit root tests; structural shifts; forward premiums; Lehman shock;
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-22 (All new papers)
- NEP-CIS-2011-10-22 (Confederation of Independent States)
- NEP-IFN-2011-10-22 (International Finance)
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