Testing for the uncovered interest parity using distributions implied by FX options

Martin Cincibuch () and David Vavra

Money Macro and Finance (MMF) Research Group Conference 2003 from Money Macro and Finance Research Group

JEL-codes: F31 G12 G14 (search for similar items in EconPapers)
Date: 2004-09-27
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:mmf:mmfc03:16

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