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;
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;