Work

Can time-varying risk premiums explain the excess returns in the interest rate parity condition?

Year: 2014

Type: article

Source: Emerging Markets Review

DOI: 10.1016/j.ememar.2014.01.002

Authors: Uluc Aysun, Sanglim Lee

Institutions: University of Central Florida, Korea Energy Economics Institute

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2012920801

FWCI: 3.745

Cites: 32

Cited by: 12

Related to: 10