A High-frequency Study on Uncovered Interest Parity between
the Asean-5 Vis-À-Vis the U.S.

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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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Bibliographic Details
Main Author:	Lim, Tze Jian
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2010
Online Access:	https://eprints.nottingham.ac.uk/24731/

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