Title of article :
Deviations from daily uncovered interest rate parity and the role of intervention
Author/Authors :
Richard T. Baillie، نويسنده , , William P. Osterberg، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Keywords :
Central bank intervention , Exchange rates , Uncovered interest rate parity , Risk premium , FIGARCH
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
