Su, Chi-Wei; Chang, Hsu-Ling; Chang, Tsangyao; Yin, Kedong - In: International Review of Economics & Finance 33 (2014) C, pp. 228-237
This study applies the Sequential Panel Selection Method (SPSM) proposed by Chortareas and Kapetanios (2009) to investigate the non-stationary properties of uncovered interest parity (UIP) with the risk premiums of eight East Asian countries relative to China. SPSM can classify the entire panel...
