مرکز منطقه ای اطلاع رساني علوم و فناوري - A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets

Title of article :

A multivariate GARCH in mean approach to testing uncovered interest parity: evidence from Asia-Pacific foreign exchange markets

Author/Authors :

Chu-Sheng Tai، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

441

To page :

460

Keywords :

Multivariate GARCH-M , Time-varying risk premium , UIP , CAPM

Journal title :

Quarterly Review of Economics and Finance

Serial Year :

2001

Journal title :

Quarterly Review of Economics and Finance

Record number :

178297

Link To Document :