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Time-varying risk premia in foreign exchange and equity markets : evidence from Asia-Pacific countries
Tai, Chu-sheng, (1999)
Time-varying market, interest rate, and exchange rate risk premia in the US commercial bank stock returns
Tai, Chu-sheng, (2000)
A multivariate GARCH in mean approach to testing uncovered interest parity : evidence from Asia-Pacific foreign exchange markets
Tai, Chu-sheng, (2001)