Revisiting Covered Interest Parity in the European Union: the DCCA Approach
This paper analyzes the evidence of financial integration, with covered interest parity (CIP), for a group of countries that have already adopted the euro and another group of countries that kept their currencies. We use detrended crosscorrelation analysis, which allows analyzing the behavior of tim...
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| Formato: | article |
| Idioma: | por |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10174/16629 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/16629 |