Can a time-varying risk premium explain the failure of uncovered interest parity in the market for foreign exchange
By: Gregory Hopper.
Series: Economics working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.25; Economics research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.25.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1992
Place of publication: Philadelphia
Language: eng