Uncovered Interest Rate Parity Test:The case for Taiwan
碩士 === 銘傳大學 === 國際企業學系碩士在職專班 === 95 === The Uncovered Interest Parity﹙UIP﹚has been rejected in most of empirical studies﹐In this paper﹐we examine the Uncovered Interest Parity﹙UIP﹚in Taiwan with Gemeralized Method of Moments﹙GMM﹚provided by Hansen﹙1982﹚and this paper use of long–horizon forward exch...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5se4v7 |