Uncovered Interest Parity in its Precise Form of ASEAN-5 Currencies: A Markov Switching Approach

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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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Bibliographic Details
Main Author:	Paul, Hiew Kar Hin
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Online Access:	https://eprints.nottingham.ac.uk/42067/

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