Testing for the Threshold Effect on the Covered Interest Parity
碩士 === 世新大學 === 經濟學研究所(含碩專班) === 99 === This paper uses the Threshold Model to study whether the CIP holds when the threshold variable is set to be the inflation rate. Considering the availability of the data for forward exchange rate, this paper analyzes six currencies: US dollar, Japanese Yen, Can...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88076005829054953354 |