Kim, Heeho; Cho, JooEun - In: Emerging Markets Finance and Trade 47 (2011) 9, pp. 23-41
This paper explored and tested the risk-adjusted uncovered interest parity model to investigate the degree of capital mobility in the United States, Japan, the United Kingdom, and four East Asian emerging markets relative to China from January 1994 to July 2008. Evidence was found to strongly...