A New Test for Market Efficiency and Uncovered Interest Parity
收藏NBER2022-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30638
下载链接
链接失效反馈官方服务：
资源简介：
We suggest a new single-equation test for Uncovered Interest Parity (UIP) based on a dynamic regression approach. The method provides consistent and asymptotically efficient parameter estimates, and is not dependent on assumptions of strict exogeneity. This new approach is asymptotically more
提供机构：
美国国家经济研究局
创建时间：
2022-11-01
