Vector autogressive tests of uncovered interest rate parity with allowance for conditional heteroscedasticity
Mark P. Taylor
| Year of publication: |
1989
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|---|---|
| Authors: | Taylor, Mark P. |
| Published in: |
Scottish journal of political economy : the journal of the Scottish Economic Society. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0036-9292, ZDB-ID 219222-6. - Vol. 36.1989, 3, p. 238-252
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| Subject: | Wechselkurs | Exchange rate | Zins | Interest rate | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001068491