Tests for interest rate parity in the EU ─ an application of the stochastic permanent breaks model
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 94 === In this paper, we examine the hypothesis of interest rate parity (IRP) in the European Union countries base on structure change with stochastic permanent breaks (STOPBREAK) model provided by Engle and Smith (1999). The empirical analysis is carried out using mon...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/46214800416273868708 |