Jaratin Lily; Mori Kogid; Abdul Karim, Mohd Rahimie; … - In: Journal of applied finance & banking 1 (2011) 2, pp. 95-114
Uncovered interest rate parity (UIRP) provides a crucial theoretical concept for many models in international finance and international monetary economics. Using quarterly data span from 1998Q1 to 2010Q3, we run conventional regressions (OLS) and simple GARCH analysis on UIRP for the case of...