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Browsing ICBI 2020 by Subject "Autoregressive Distributed Lag, Equity Return Differential, Exchange rate Differential, Uncovered Equity Parity"

Browsing ICBI 2020 by Subject "Autoregressive Distributed Lag, Equity Return Differential, Exchange rate Differential, Uncovered Equity Parity"

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  • Dissanayake, D. M. U. H; Weerasinghe, W. D. J. D. (Faculty of Commerce and Management Studies University of Kelaniya, Sri Lanka, 2020)
    The purpose of this research is to examine the validity of the Uncovered Equity Parity (UEP) condition in the Asian Frontier Financial Markets. The UEP theory states that, when one country’s equity market outperforms another ...

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