A Multivariate GARCH in Mean Approach to Testing Uncovered Interest Parity : Evidence From Asia-Pacific Foreign Exchange Markets
Year of publication: |
[2021]
|
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Authors: | Tai, Chu-Sheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Zinsparität | Interest rate parity | Asiatisch-pazifischer Raum | Asia-Pacific region | ARCH-Modell | ARCH model | Schätzung | Estimation | Multivariate Analyse | Multivariate analysis | Risikoprämie | Risk premium | Devisenmarkt | Foreign exchange market |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: The Quarterly Review of Economics and Finance, Volume 41, Issue 4, Pages 441-460, Winter 2001 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2, 2001 erstellt |
Classification: | C32 - Time-Series Models ; F31 - Foreign Exchange ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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