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...
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Elsevier
2018
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在线阅读: | http://eprints.um.edu.my/22695/ https://doi.org/10.1016/j.ribaf.2017.07.154 |
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