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Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades (2013)

First Author: Ames M

Attributed to: Astrophysics Research at Liverpool John Moores University funded by STFC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1303.4314

Publication URI: https://arxiv.org/abs/1303.4314

Type: Preprint