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0522061 - ÚTIA 2021 RIV NL eng J - Journal Article
Ferreira, P. - Krištoufek, Ladislav
Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union.
Physica. A : Statistical Mechanics and its Applications. Roč. 553, č. 1 (2020), č. článku 124257. ISSN 0378-4371. E-ISSN 1873-2119
R&D Projects: GA ČR(CZ) GJ17-12386Y
Institutional support: RVO:67985556
Keywords : uncovered interest rate parity * detrended cross-correlation analysis * detrending moving-average cross-correlation analysis
OECD category: Applied Economics, Econometrics
Impact factor: 3.263, year: 2020
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2020/E/kristoufek-0522061.pdf https://www.sciencedirect.com/science/article/pii/S0378437120300698
Permanent Link: http://hdl.handle.net/11104/0307298