Parity theorems revisited: an ARDL bound test with non-parity factors
The research question addressed in this paper is, do inflation and interest rate differences across two major economies fully drive the long-run exchange rate changes if controls for non-parity factors are embedded? Exchange rate behaviour research is once again an interesting topic given the availa...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Article |
| 语言: | English |
| 出版: |
Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia
2015
|
| 在线阅读: | http://psasir.upm.edu.my/id/eprint/56411/1/Parity%20theorems%20revisited%20an%20ARDL%20bound%20test%20with%20non-parity%20factors.pdf http://psasir.upm.edu.my/id/eprint/56411/ http://web.usm.my/journal/aamjaf/11-1-1-2015.html |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|