Košík

0478811 - ÚTIA 2018 RIV NL eng J - Článek v odborném periodiku
Krištoufek, Ladislav - Ferreira, P.
What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions.
Physica. A : Statistical Mechanics and its Applications. Roč. 486, č. 1 (2017), s. 554-566. ISSN 0378-4371. E-ISSN 1873-2119
Grant CEP: GA ČR(CZ) GA17-12408S
Institucionální podpora: RVO:67985556
Klíčová slova: covered interest parity * detrended cross-correlation analysis * detrending moving cross-corrrelation analysis * financial integration
Obor OECD: Applied Economics, Econometrics
Impakt faktor: 2.132, rok: 2017
http://library.utia.cas.cz/separaty/2017/E/kristoufek-0478811.pdf
Trvalý link: http://hdl.handle.net/11104/0275486