A new Test of Uncovered Interest Rate Parity: Evidence from Turkey
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More about this item
KeywordsUncovered Interest Rate Parity; Unit Root Test; AR Process; ARCH and GARCH Models;
- F30 - International Economics - - International Finance - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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