Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited

Kirikos, Dimitris G.

Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited J5270 2002 - 2002 - 327-338 V. 7 Issue. 4


Finance and Economics

Switching regimes;Policy rule;Markov process;Rational forecast errors;

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