Examining the uncovered equity parity in the emerging financial markets

•Uncovered Equity Parity condition states that the foreign equity market outperformance relative to the home equity market associates with foreign exchange rate depreciation.•This study examines the Uncovered Equity Parity (UEP) condition in the emerging financial markets using bounds testing approa...

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Bibliographic Details
Published in:Research in international business and finance 2018-10, Vol.45, p.233-242
Main Authors: Aftab, Muhammad, Ahmad, Rubi, Ismail, Izlin
Format: Article
Language:English
Subjects:
Exchange rate movements
International returns
Portfolio rebalancing
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