Do Foreign Exchange Forecasters Believe in Uncovered Interest Parity?

Cuestas, J.C., Filipozzi, F. and Staehr, K. (2015) Do Foreign Exchange Forecasters Believe in Uncovered Interest Parity? Economics Letters. ISSN 1873-7374

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Cuestas, J.C.
  • Filipozzi, F.
  • Staehr, K.
Copyright, Publisher and Additional Information:

© 2015 Elsevier B.V. This is an author produced version of a paper subsequently published in Economics Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Forecasting; exchange rates; UIP; Eastern Europe; structural breaks
Dates:
  • 29 May 2015
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 02 Jun 2015 11:59
Last Modified: 29 May 2018 00:38
Published Version: http://dx.doi.org/10.1016/j.econlet.2015.05.029
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: 10.1016/j.econlet.2015.05.029
Open Archives Initiative ID (OAI ID):

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