Time Horizon And Uncovered Interest Parity In Emerging Economies
The aim of this study is to re-examine the well-known empirical puzzle of uncovered interest parity (UIP) for emerging market economies with different prediction time horizons. The empirical results obtained using dynamic panel and time series techniques for monthly data from January 1995 to Dece...
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Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Asian Academy of Management (AAM)
2011
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Subjects: | |
Online Access: | http://eprints.usm.my/36566/1/AAMJ_16.2.5.pdf http://eprints.usm.my/36566/ http://web.usm.my/aamj/16.2.2011/AAMJ_16.2.5.pdf |
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