Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks

Cuestas, J.C., Filipozzi, F. and Staehr, K. (2015) Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks. Working Paper. Sheffield Economic Research Paper Series (SERPS), 201501 (014). Department of Economics, University of Sheffield ISSN 1749-8368

Abstract

Metadata

Authors/Creators:
  • Cuestas, J.C.
  • Filipozzi, F.
  • Staehr, K.
Copyright, Publisher and Additional Information: The Sheffield Economic Research Paper Series (SERPS) offers a forum for the research output of the Department of Economics, University of Sheffield. Papers are reviewed for quality and presentation by two internal referees and a departmental editor. However, the contents and opinions expressed remain the responsibility of the author(s). Comments are welcomed and should be addressed to the individual author(s).
Keywords: Uncovered interest parity; arbitrage; structural breaks; expectations; Central and Eastern Europe
Dates:
  • Published: 14 June 2015
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
Depositing User: Symplectic Sheffield
Date Deposited: 27 Jan 2016 17:06
Last Modified: 27 Jan 2016 17:06
Published Version: http://www.sheffield.ac.uk/economics/research/serp...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series (SERPS)

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