Uncovered Interest Parity in its Precise Form of ASEAN-5 Currencies: A Markov Switching Approach
This research examines the Uncovered Interest Parity relationship of ASEAN-5 currencies, which are Singapore Dollar, Malaysia Ringgit, Indonesia Rupiah, Thai Baht and Philippines Peso, against US dollar. As different from previous studies, this paper model Uncovered Interest Parity in its precise fo...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2017
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| Online Access: | https://eprints.nottingham.ac.uk/42067/ |