Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis
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More about this item
KeywordsUncovered Interest Rates Parity; Vector Autoregressive Model; Financial Crisis; Romanian Foreign Exchange Market;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G19 - Financial Economics - - General Financial Markets - - - Other
- G01 - Financial Economics - - General - - - Financial Crises
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