A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets
Year of publication: |
2001
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Authors: | Tai, Chu-Sheng |
Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 41.2001, 4, p. 441-460
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Publisher: |
Elsevier |
Saved in:
Online Resource
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