Interest rate differentials and the dynamic asymmetry of exchange rates

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Unpublished conference/Abstract (Scientific congresses and symposiums)

Hambuckers, Julien; Ulm, Maren

2021 • Annual conference of the International Association for Applied Econometrics (IAAE 2021)

Peer reviewed

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https://hdl.handle.net/2268/261349

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Keywords :

uncovered interest rate parity; garch; crash risk

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Ulm, Maren

Language :

English

Title :

Interest rate differentials and the dynamic asymmetry of exchange rates

Publication date :

24 June 2021

Event name :

Annual conference of the International Association for Applied Econometrics (IAAE 2021)

Event date :

from 22-06-2021 to 25-06-2021

Audience :

International

Peer reviewed :

Peer reviewed

Available on ORBi :

since 24 June 2021

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