The Investigation on the Interest Rate Parity:Application of Quantile Regression
碩士 === 輔仁大學 === 經濟學研究所 === 98 === Many researchers use the traditional unit root test to investigate the real interest rate parity. Due to the lower power performance, traditional unit root test can not analyze the heavy-tailed data very well. In this paper, we analyze two types of countries, develo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/65122261365570677692 |