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
20
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