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...
| Asıl Yazarlar: | , |
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| Materyal Türü: | Makale |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Faculty of Economics, Belgrade
2018-01-01
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| Seri Bilgileri: | Ekonomski Anali |
| Konular: | |
| Online Erişim: | http://www.doiserbia.nb.rs/img/doi/0013-3264/2018/0013-32641816035M.pdf |