EXCHANGE RATES AND VOLATILITY IN CENTRAL AND EASTERN EUROPE: A TEST FOR UNCOVERED INTEREST PARITY

Autor:	DUMITRESCU Dan-Gabriel, DUMITRESCU Sorin-Adrian, HOROBEŢ Alexandra Lavinia
Jazyk:	German<br />English<br />French<br />Italian
Rok vydání:	2009
Předmět:	Exchange rates Volatility Central and Eastern Europe Uncovered interest parity Financial crisis Business HF5001-6182 Finance HG1-9999
Zdroj:	Annals of the University of Oradea: Economic Science, Vol 3, Iss 1, Pp 552-557 (2009)
Druh dokumentu:	article
ISSN:	1222-569X 1582-5450
Popis:	At times of heightened global capital market volatility, high-yielding currencies tend to depreciate, while low-yielding currencies tend to serve as a€śsafe heavena€ť. We present the results of a test for Uncovered Interest Parity for selected European cu
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/e0d81e9288ef4ff4ae4cfbff4b70004d Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF