The Re-examination of Interest Rate Parity：The Application of Wild Bootstrap Method
碩士 === 大葉大學 === 國際企業管理學系碩士班 === 94 === In this paper, we employed uncovered interest rate parity theory to test if American, United Kingdom, Taiwan, Japan, Canada, Euro-dollar market have arbitrage profits. In our empirical modals, we use Cointegration test to fine the long-run relationships and Vec...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78686327071139511660 |