Risk-adjusted uncovered interest rate parity in frontier emerging markets: Measuring the impact of financial liberalization on FX risk premium using the component GARCH-M model

Additional Metadata
Keywords	Uncovered interest parity, Frontier markets, GARCH model
Thesis Advisor	Zhao, J., Lyra, M.
Persistent URL	hdl.handle.net/2105/23208
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Penner Heinsohn, M.G. (2014, July 24). Risk-adjusted uncovered interest rate parity in frontier emerging markets: Measuring the impact of financial liberalization on FX risk premium using the component GARCH-M model. Finance & Investments. Retrieved from http://hdl.handle.net/2105/23208

Risk-adjusted uncovered interest rate parity in frontier emerging markets