Blar i Arbeidsnotater / Working Papers på forfatter "Bernhardsen, Tom"
-
A Test of Uncovered Interest Rate Parity for Ten European Countries Based on Bottstrapping and Panel Data Models
Bernhardsen, Tom (Working Papers;9/1997, Working paper, 1997)Based on both single country models and panel data models uncovered interest rate parity is tested for ten European countries relative to Germany by regressing exchange rate changes on interest rate differentials. The ...