Back to Results
First PageMeta Content
Finance / Yield curve / Arbitrage / Bond / United States Treasury security / Discounting / Yield spread / Forward contract / Market liquidity / Financial markets / Financial economics / Economics


Testing Uncovered Interest Parity under the Assumption of Liquidity Premia1 Benjamin Niestroj2 TU Dortmund University and RGS Econ
Add to Reading List

Document Date: 2014-05-09 08:34:55

Open Document

File Size: 174,70 KB

Share Result on Facebook

City

Dortmund / Preston / Justiniano / /

Company

U.S. Treasuries / Xt+1 Rt ct Rt / iTt / /

Country

United Kingdom / United States / /

Facility

Liquidity Premia1 Benjamin Niestroj2 TU Dortmund University / /

Holiday

Assumption / /

IndustryTerm

gross domestic product / countries’transaction technology / liquidity services / /

NaturalFeature

Et Mt / t+1 Mt / /

Organization

Federal Reserve Board / U.S. Treasury / U.S. government / Dortmund University / /

Position

RT / Chair / representative / /

ProgrammingLanguage

K / /

Technology

countries’transaction technology / /

SocialTag