✦ LIBER ✦

VECTOR AUTOGRESSIVE TESTS OF UNCOVERED INTEREST RATE PARITY WITH ALLOWANCE FOR CONDITIONAL HETEROSCEDASTICITY

✍ Scribed by Mark P. Taylor

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests of cointegrating exogeneity for PP

✍ John Hunter 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 981 KB

TESTING FOR PURCHASING POWER PARITY AND

✍ Miguel Lacerda; Johannes W. Fedderke; Linda M. Haines 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 422 KB