Emerging market liberalization and the impact uncovered interest rate parity

Journal of International Money and Finance

Volumn 21, Issue 6, 2002, Pages 931-956

  Francis, Bill B ^a   Hasan, Iftekhar ^a   Hunter, Delroy M ^b  

^a UNIVERSITY OF SOUTH FLORIDA   (United States)

^b FEDERAL RESERVE BANK OF ATLANTA   (United States)

Author keywords

Capital market integration; Financial liberalization; GARCH model; Uncovered interest rate parity (UIRP)

Indexed keywords

EID: 0036829303     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(02)00029-3     Document Type: Article

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