EXCHANGE RATES AND VOLATILITY IN CENTRAL AND EASTERN EUROPE: A TEST FOR UNCOVERED INTEREST PARITY

At times of heightened global capital market volatility, high-yielding currencies tend to depreciate, while low-yielding currencies tend to serve as a€śsafe heavena€ť. We present the results of a test for Uncovered Interest Parity for selected European cu

Bibliographic Details
Main Authors: DUMITRESCU Dan-Gabriel, DUMITRESCU Sorin-Adrian, HOROBEŢ Alexandra Lavinia
Format: Article
Language:deu
Published: University of Oradea 2009-05-01
Series:Annals of the University of Oradea: Economic Science
Subjects:
Online Access:http://steconomice.uoradea.ro/anale/volume/2009/v3-finances-banks-and-accountancy/93.pdf