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0478811 - ÚTIA 2018 RIV NL eng J - Journal Article
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
R&D Projects: GA ČR(CZ) GA17-12408S
Institutional support: RVO:67985556
Keywords : covered interest parity * detrended cross-correlation analysis * detrending moving cross-corrrelation analysis * financial integration
OECD category: Applied Economics, Econometrics
Impact factor: 2.132, year: 2017
http://library.utia.cas.cz/separaty/2017/E/kristoufek-0478811.pdf
Permanent Link: http://hdl.handle.net/11104/0275486