Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity.
| Year of publication: |
1989
|
|---|---|
| Authors: | Taylor, Mark P |
| Published in: |
Scottish Journal of Political Economy. - Scottish Economic Society - SES. - Vol. 36.1989, 3, p. 238-52
|
| Publisher: |
Scottish Economic Society - SES |