Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity | Zendy

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Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity

Author(s) -

Takatoshi Ito

Publication year - 1984

Language(s) - English

Resource type - Reports

DOI - 10.3386/w1493

Subject(s) - econometrics , economics , parity (physics) , interest rate parity , computer science , monetary economics , interest rate , physics , particle physics

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