Results 1 to 10 of about 129 (70)
DÖVİZ KURLARININ BELİRLENMESİNDE PARASAL MODELLERİN BAŞARISINI ETKİLEYEN FAKTÖRLER [PDF]
Sosyal Ekonomik Araştırmalar Dergisi, 2001 1970 sonrası, dalgalı kur sistemi döneminde döviz kurlarındaki değişmeleri açıklamada parasal modeller yetersiz kalmışlardır. Bunun bir nedeni modellerin temelinde yer alan satın alma gücü paritesi , faiz oranları paritesi ve piyasa etkinliğinin ...
Ahmet Ay
doaj +5 more sources
Analisis Kurs Valas Dengan Pendekatan Box-Jenkins: Studi Empiris Rp/Us$ Dan Rp/Yen, 1983.2 – 2000.3
Economic Journal of Emerging Markets, 2009 This paper attempts to analyse Rp/US$ and Rp/Yen exchange rates over the period 1983.2-2000.3. Using the Box-Jenkins approach, we tested various models to explain the behavior of Rp/US$ and Rp/Yen.
Hadi Kardoyo, Mudrajat Kuncoro
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Uncovered interest rate parity: A gravity-panel approach
Heliyon, 2021 This paper investigates the validity of uncovered interest rate parity (UIRP) which establishes a proportional relationship between interest rate and expected nominal exchange rate differentials.
Vanessa Orellana, Gabriel Pino
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Mathematics, 2022 This study applies a Markov switching error correction model to describe the single most important real exchange rate (Deutsche mark versus US dollar) over the flexible exchange rates period from 1973 to 2004.
Michael Frömmel +2 more
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Econometric testing of uncovered interest rate parity in Serbia [PDF]
Ekonomski Anali, 2018 This paper provides econometric evidence of the interest parity puzzle in Serbia over the period 2005-2016. Econometric findings are derived from the following techniques: long-run parameter estimation based on the autoregressive distributed lag
Mladenović Zorica, Rašković Jelena
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The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks
İktisat Politikası Araştırmaları Dergisi, 2021 This study analyzes the validity of the uncovered interest rate parity for Brazil, India, Indonesia, South Africa, and Turkey, which are grouped as The Fragile Five countries within the literature.
Mehmet Altuntaş
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The anomalous forward premium of EUR/RSD exchange rate [PDF]
Industrija, 2015 Theoretically, exchange rate fluctuations should be positively related to interest-rate differential. This paper empirically examines whether such a relationship holds between EUR/RSD exchange rate and the corresponding interbank interest rates ...
Božović Miloš, Talijan Miloš
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Risks, 2021 The study of the effectiveness of the currency market is one of the most important research problems in the field of finance. The paper aims to assess the efficiency of the Polish zloty exchange rate market.
Katarzyna Czech, Łukasz Pietrych
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The effects of threatened abortions on pregnancy outcomes [PDF]
, 2019 Objectives: The effects of first trimester threatened abortions on prenatal and postnatal pregnancy outcomes. Material and methods: Data from 24.835 pregnant women were retrospectively analysed.
Beyan, Emrah +3 more
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Economies, 2022 The purpose of this paper is to investigate how well contemporary exchange rate theories explain fluctuations in exchange rates of emerging economies, before and after the Global Financial Crisis (GFC).
Adrian Marek Burda
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