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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Bibliographic Details
Main Author: Ferreira, Paulo (author)
Other Authors: Dionísio, Andreia (author)
Format: article
Language:por
Published: 2016
Subjects:
financial integration
euro
DCCA
common currency
Online Access:http://hdl.handle.net/10174/16629
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/16629

Internet

http://hdl.handle.net/10174/16629

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