• Title of article

    Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

  • Author/Authors

    Nicholas Sarantis، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    19
  • From page
    1168
  • To page
    1186
  • Keywords
    Uncovered interest parity , Traded currency volatility , Time-varying risk premium , Government bonds , Fundamentalists andchartists
  • Journal title
    Journal of International Money and Finance
  • Serial Year
    2006
  • Journal title
    Journal of International Money and Finance
  • Record number

    191557