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

✍ Scribed by Chu-Sheng Tai

• Book ID: 114348147
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 119 KB
• Volume: 41
• Category: Article
• ISSN: 1062-9769
• DOI: 10.1016/s1062-9769(01)00105-3