Measuring the risk premium in uncovered interest parity using the component GARCH-M model
| Year of publication: |
2012
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|---|---|
| Authors: | Li, Dandan ; Ghoshray, Atanu ; Morley, Bruce |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 11374767. - Vol. 24.2012, p. 167-177
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