Work

Covered interest parity: A forecasting approach to estimate the neutral band

Year: 2025

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2025.107076

Author: Juan R. Hernández

Institutions: Bank of Mexico, Centro de Investigación y Docencia Económicas

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: closed

OpenAlex ID: W4408914798

FWCI:

Cites: 55

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Related to: 10