The anomalous forward premium of EUR/RSD exchange rate
Theoretically, exchange rate fluctuations should be positively related to interest-rate differential. This paper empirically examines whether such a relationship holds between EUR/RSD exchange rate and the corresponding interbank interest rates. Estimates on daily data between 2008 and 2015 obtained...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Economics institute, Belgrade
2015-01-01
|
| Series: | Industrija |
| Subjects: | |
| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2015/0350-03731504089B.pdf |