A multivariate GARCH in mean approach to testing uncovered interest parity : evidence from Asia-Pacific foreign exchange markets
Chu-sheng Tai
| Year of publication: |
2001
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| Authors: | Tai, Chu-sheng |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 41.2001, 4, p. 441-460
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| Subject: | Zinsparität | Interest rate parity | Schätzung | Estimation | ARCH-Modell | ARCH model | Risikoprämie | Risk premium | Multivariate Analyse | Multivariate analysis | Asiatisch-pazifischer Raum | Asia-Pacific region | 1988-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The quarterly review of economics and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001615339