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A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium · Study

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ArticleA Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium

Dinçer Afat2020

Article2020

A Panel Data Analysis of Uncovered Interest Parity and Time-Varying Risk Premium

Dinçer Afat · Michael Frömmel

8 citations·0/0 files stored·Open Economies Review

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

2003Testing for unit roots in heterogeneous panels 2007A simple panel unit root test in the presence of cross‐section dependence 2002Unit root tests in panel data: asymptotic and finite-sample properties 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels 2000Testing for stationarity in heterogeneous panel data 2008A bias-adjusted LM test of error cross-section independence 2004The local power of some unit root tests for panel data 2007Panel cointegration tests of the Fisher effect

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Year2020

Typearticle

Published2020-11-20

VenueOpen Economies Review

ISSN-L0923-7992

Languageen

Citations8

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s11079-020-09605-3

openalex_workW3108308148

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