Time Horizon And Uncovered Interest Parity In
Emerging Economies

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Time Horizon And Uncovered Interest Parity In Emerging Economies

The aim of this study is to re-examine the well-known empirical puzzle of uncovered interest parity (UIP) for emerging market economies with different prediction time horizons. The empirical results obtained using dynamic panel and time series techniques for monthly data from January 1995 to Dece...

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Bibliographic Details
Main Authors:	Sarmidi, Tamat, Mohd Salleh, Norlida Hanim
Format:	Article
Language:	English
Published:	Asian Academy of Management (AAM) 2011
Subjects:	HD28-70 Management. Industrial Management
Online Access:	http://eprints.usm.my/36566/ http://eprints.usm.my/36566/1/AAMJ_16.2.5.pdf

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