مرکز منطقه ای اطلاع رساني علوم و فناوري - Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations

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 :

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

Link To Document :