Showing 1 - 10 of 13
Persistent link: https://www.econbiz.de/10003324221
Persistent link: https://www.econbiz.de/10003295253
Persistent link: https://www.econbiz.de/10003429870
Persistent link: https://www.econbiz.de/10010520429
Persistent link: https://www.econbiz.de/10008666830
Persistent link: https://www.econbiz.de/10008667633
Persistent link: https://www.econbiz.de/10009273812
This is the first study to apply the Kalman filter analysis based on state space modelling to test for the existence of the uncovered interest parity (UIP) condition and simulate the risk premium between the pegged currencies of Nepal and India. We find significant evidence that the UIP...
Persistent link: https://www.econbiz.de/10013220180
Persistent link: https://www.econbiz.de/10012139002
Persistent link: https://www.econbiz.de/10012139007