Reinvestigating the Uncovered Interest Rate Parity Puzzle via Analysis of Multivariate Tail Dependence in Currency Carry Trades (2013)
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: http://dx.doi.org/10.48550/arxiv.1303.4314
Type: Journal Article/Review
Parent Publication: arXiv e-prints