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Summary statistis for returns on five FX portfolios with and without USD and JPY. ..... CAD. -1.14. -0.72. -2.39. 0.001. 0.002. -0.001. 2.98. 4.84. 11.40. -0.002.
... the apps below to open or edit this item. pdf-84\rumour-and-renown-representations-of-fama-in-w ... ture-cambridge-classical-studies-by-philip-hardie.pdf.
slope coefficient (instead of unity as predicted by uncovered interest parity) is an artifact of the volatility regime: when ... rate differential produces a negative slope coeffi cient (instead of unity as predicted by uncovered .... turn component
