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

AI Assistant Blog Pricing

Open Access

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

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research

Address

John Eccles House
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom

About

About Careers Publisher Partners Contact Us Get Organisational Trial or Quote

Learn

FAQs Blog Terms of Use Privacy Policy

Download the Zendy App

Download on the

Discover

Explore

Copyright Knowledge E © 2026. All Rights Reserved.