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Browsing by Subject "Autoregressive distributed lag, Exchange rate differential, Interest rate differential, Uncovered interest rate parity"

Browsing by Subject "Autoregressive distributed lag, Exchange rate differential, Interest rate differential, Uncovered interest rate parity"

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  • Dissanayake, D.M.U.H.; Kethmi, G.A.P (Faculty of Commerce and Management Studies, University of Kelaniya, 2021)
    The purpose of this research is to examine the validity of the Uncovered Interest rate Parity (UIP) theory in Sri Lanka. UIP theory states that, under rational expectations, the rate of depreciation of local currency should ...

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