Examining the uncovered equity parity in the emerging financial markets
Uncovered Equity Parity condition states that the foreign equity market outperformance relative to the home equity market associates with foreign exchange rate depreciation. This study examines this condition in the emerging financial markets context using bounds testing approach to the level relati...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Elsevier
2018
|
| Subjects: | |
| Online Access: | http://eprints.um.edu.my/22695/ https://doi.org/10.1016/j.ribaf.2017.07.154 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|