Enrique Sentana - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T14:00:44+00:00Testing Uncovered Interest Parity: A Continuous-Time Approach
https://www.bankofcanada.ca/2007/11/working-paper-2007-53/
Nowadays researchers can choose the sampling frequency of exchange rates and interest rates.2007-11-02T17:39:51+00:00enTesting Uncovered Interest Parity: A Continuous-Time Approach2007-11-02Econometric and statistical methodsExchange ratesWorking Paper 2007-53 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp07-53.pdfTesting Uncovered Interest Parity: A Continuous-Time ApproachAntonio Diez de los RiosEnrique SentanaNovember 2007FF3F31GG1G15