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