Econometric testing of uncovered interest rate parity in Serbia
This paper provides econometric evidence of the interest parity puzzle in Serbia over the period 2005-2016. Econometric findings are derived from the following techniques: long-run parameter estimation based on the autoregressive distributed lag model, impulse response function computed...
| Huvudupphovsmän: | , |
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| Materialtyp: | Artikel |
| Språk: | English |
| Publicerad: |
Faculty of Economics, Belgrade
2018-01-01
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| Serie: | Ekonomski Anali |
| Ämnen: | |
| Länkar: | http://www.doiserbia.nb.rs/img/doi/0013-3264/2018/0013-32641816035M.pdf |