An Empirical Study of the Interest Rate Parity in Australia
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 99 === The aim of this paper is to examine whether the interest rate parity is truth or not, applying the Australian data from January 1990 to December 2010. A variety of time-series methodologies, cointegration test, and causality test, error correction models, are...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/26509167926721117452 |