Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle (AEJ:MA 2012)

From ReplicationWiki
Jump to: navigation, search
How revelant do you consider a replication of this study? You may discuss on the discussion page.


Nobody voted on this yet

 You need to enable JavaScript to vote


Here you find a ranking of the studies that are regarded most relevant to be replicated.

Contents

Article

Authors Title Journal Year Edition Pages JEL Codes Keywords
Cosmin Ilut Ambiguity Aversion: Implications for the Uncovered Interest Rate Parity Puzzle AEJ:MA 2012 3 33-65 D81, F31, G15 -

Article information

Program code Data Readme Method(s) & estimation Data type Data used Origin of data used Software used (Version)
1 - accessible on journal website 1 - accessible on journal website 1 - accessible on journal website uncovered interest rate parity regression Macro exchange rate data, interest rate data - MATLAB

Replication of this study

Authors Title Journal Year Edition Pages JEL Codes Keywords Replication type Replication result [refer to replication type 1 and 2] Raw data Call into question Authors statement

References

DOI: 10.1257/mac.4.3.33 IDEAS: a/aea/aejmac/v4y2012i3p33-65.html EconPapers: RePEc:aea:aejmac:v:4:y:2012:i:3:p:33-65


Personal tools
Namespaces

Variants
Actions
Navigation
Toolbox