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Arbitrage, Covered Interest Parity and Cointegration Analysis on the NTD/USD Forex Market Revisited

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Figure

Table 1: Test for CIP
Table 2: Unit root test for spot, 30-, 60-, 90-, 180-day forward exchange rate in the level
Table 5: Johansen cointegration test
Table 6: Pairwise Granger causality tests
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