The role of uncertainty in uncovered interest rate parity: can we solve the UIRP puzzle and beat the benchmark?
Di Nicola, Federica (A.A. 2019/2020) The role of uncertainty in uncovered interest rate parity: can we solve the UIRP puzzle and beat the benchmark? Tesi di Laurea in Applied statistics and econometrics, Luiss Guido Carli, relatore Andrea Pozzi, pp. 25. [Bachelor's Degree Thesis]
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Abstract/Index
Uncertainty and deviations from UIRP. Data. Method. Evaluation of UIRP consistency. Uncertainty role in solving the UIRP puzzle. Results and discussion. Comparison to the benchmark.
References
Bibliografia: pp. 20-21.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Applied statistics and econometrics |
| Thesis Supervisor: | Pozzi, Andrea |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 19 Jan 2021 15:08 |
| Last Modified: | 19 Jan 2021 15:08 |
| URI: | https://tesi.luiss.it/id/eprint/28081 |
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