HYPOTHESIS-TESTING WITH RESTRICTED SPECTRAL DENSITY-MATRICES, WITH AN APPLICATION TO UNCOVERED INTEREST PARITY

被引：5

作者：

ITO, T ^{[1
]}

QUAH, D ^{[1
]}

机构：

[1] MIT, CAMBRIDGE, MA 02139 USA

来源：

INTERNATIONAL ECONOMIC REVIEW | 1989年 / 30卷 / 01期

关键词：

D O I：

10.2307/2526558

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：203 / 215

页数：13

共 48 条

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[39] RISK PREMIA AND FOREIGN-EXCHANGE - A MULTIPLE TIME-SERIES APPROACH TO TESTING UNCOVERED INTEREST-RATE PARITY
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