Covered interested parity between Canada and the United States: another look using modern time series methods.
Výklad pojmu CIP (Covered interest parity). Dôraz na empirickú platnosť a legalizáciu vzťahov CIP medzi Kanadou a USA. Vlastnosti časových radov pre hrubé odchýlky od parity. Definovanie proporcionálnych odchýliek od parity. Modelovanie opravy chýb.
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| Format: | Chapitre de livre |
| Langue: | anglais |
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