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

被引：6

作者：

TAYLOR, MP ^{[1
]}

机构：

[1] CTR ECON POLICY RES,LONDON,ENGLAND

来源：

SCOTTISH JOURNAL OF POLITICAL ECONOMY | 1989年 / 36卷 / 03期

关键词：

D O I：

10.1111/j.1467-9485.1989.tb01090.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：238 / 252

页数：15

共 50 条

[1] TESTS OF COINTEGRATING EXOGENEITY FOR PPP AND UNCOVERED INTEREST-RATE PARITY IN THE UNITED-KINGDOM
HUNTER, J
[J]. JOURNAL OF POLICY MODELING, 1992, 14 (04) : 453 - 463
[2] ON THE EMPIRICAL VERIFICATION OF THE PURCHASING POWER PARITY AND THE UNCOVERED INTEREST-RATE PARITY
JUSELIUS, K
[J]. NATIONALOKONOMISK TIDSSKRIFT, 1992, 130 (01): : 57 - 66
[3] TESTS FOR A SYSTEMATIC-RISK COMPONENT IN DEVIATIONS FROM UNCOVERED INTEREST-RATE PARITY
MCCURDY, TH
MORGAN, IG
[J]. REVIEW OF ECONOMIC STUDIES, 1991, 58 (03): : 587 - 602
[4] A TEST OF UNCOVERED INTEREST-RATE PARITY IN SEGMENTED INTERNATIONAL MARKETS
HOLLIFIELD, B
UPPAL, R
[J]. JOURNAL OF FINANCE, 1995, 50 (03): : 981 - 982
[5] Uncovered interest-rate parity over the past two centuries
Lothian, James R.
Wu, Liuren
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2011, 30 (03) : 448 - 473
[6] REAL INTEREST-RATE PARITY NEW MEASURES AND TESTS
DUTTON, MM
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1993, 12 (01) : 62 - 77
[7] UNCOVERED INTEREST PARITY, INTEREST-RATE LINKAGE, OR INDEPENDENCE - EMPIRICAL RESULTS FOR 1961-1987
KIRCHGASSNER, G
WOLTERS, J
[J]. JAHRBUCH FUR SOZIALWISSENSCHAFT, 1990, 41 (03): : 289 - 311
[8] INTEREST-RATE EXPECTATIONS AND INTEREST PARITY
OVERTURF, SF
[J]. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1986, 5 (01) : 91 - 98
[9] SOME EFFICIENT TESTS OF INTERNATIONAL REAL INTEREST-RATE PARITY
FRASER, P
TAYLOR, MP
[J]. APPLIED ECONOMICS, 1990, 22 (08) : 1083 - 1092
[10] Uncovered Interest-rate Parity and Risk Premium: Evidence from EUR/RSD Exchange Rate
Bozovic, Milos
[J]. EASTERN EUROPEAN ECONOMICS, 2021, 59 (03) : 271 - 294

← 1 2 3 4 5 →