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ADFt Akaike information criterion Bank capital market risk concept of interest conditional heteroscedasticity denotes the marginal deviation from UIP deviations from uncovered differentials with Japan dynamic capital mobility Economic entry ij equation error structure exchange rate misalignment Explanatory lagged variables explanatory variable Export Japan F test financial crisis foreign exchange market GARCH error GARCH model Granger causality Hong Kong dollar Indonesia interest differential interest parity forward Interest Rate Differentials Japan and U.S. Japan LIBOR Japanese yen exchange joint exclusion Korea lag length lags of explanatory likelihood-ratio test Malaysia marginal significance level Moosa overvaluation parity forward rate Philippines rate IFS line rational expectations regression of variable risk premium RKOR RMAL RSNG RTHL RTPP seven Asian countries seven countries Singapore six Asian countries spot exchange rate st+1 Thailand trade volume U.S. dollar uncovered interest parity Unit Roots volatility XIND XKOR XMAL XSNG XTHL yen exchange rates