A High-frequency Study on Uncovered Interest Parity between the Asean-5 Vis-À-Vis the U.S.
This study follows in the footsteps of Chaboud and Wright (2005) who are among the very few to my knowledge to use high-frequency intraday data in their UIP study. I test the UIP using 1-minute spot exchange rate data and daily interest rates (interbank offer rates) of the ASEAN-5 member countries –...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24731/ |