Abstract
Scottish Journal of Political EconomyVolume 36, Issue 3 p. 238-252 VECTOR AUTOGRESSIVE TESTS OF UNCOVERED INTEREST RATE PARITY WITH ALLOWANCE FOR CONDITIONAL HETEROSCEDASTICITY Mark P. Taylor, Mark P. Taylor City University Business School, Bank of England, and Centre for Economic Policy Research, London *Any views expressed in this paper are those of the author and are not necessarily those of the Bank of England. I am grateful to an anonymous referee for comments on a previous version; the usual disclaimer applies.Search for more papers by this author Mark P. Taylor, Mark P. Taylor City University Business School, Bank of England, and Centre for Economic Policy Research, London *Any views expressed in this paper are those of the author and are not necessarily those of the Bank of England. I am grateful to an anonymous referee for comments on a previous version; the usual disclaimer applies.Search for more papers by this author First published: August 1989 https://doi.org/10.1111/j.1467-9485.1989.tb01090.xCitations: 13 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume36, Issue3August 1989Pages 238-252 RelatedInformation
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