An empirical study of nonlinear adjustment in the UIP model...

International Review of Financial Analysis 2013 / 12 Vol. 30

An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model

Li, Dandan, Ghoshray, Atanu, Morley, Bruce
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Volume:
30
Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2013.07.012
Date:
December, 2013
File:
PDF, 651 KB
english, 2013
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