Results 11 to 20 of about 486,953 (203)
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
doaj +1 more source
Is export quality a viable option for sustainable development paths of Asian countries? [PDF]
, 2022 This paper investigates the role of export quality in climate action goal of the sustainable development goals in emerging Asian countries. For this purpose, the empirical model that observes the impact of real GDP, energy use and export quality index on
Cengiz, Orhan +2 more
core
N 11 ülkelerinde yoksulluk ve Mckinnon tamamlayıcılık hipotezi: Panel nedensellik analizi [PDF]
, 2023 Bu çalışmanın amacı McKinnon (1973) ve Shaw (1973) tarafından ortaya konulan McKinnon tamamlayıcılık hipotezini N11 ülkeleri için yoksulluk üzerinde etkisini test etmek ve sonuçlarını ortaya koymaktır.
Batu Ağırkaya, Melahat
core
Deviation from Covered Interest Rate Parity in Korea
East Asian Economic Review, 2003 This paper tested the factors which cause deviation from covered interest rate parity (CIRP) in Korea, using regression and VAR models. The empirical evidence indicates that the difference between the swap rate and interest rate differential exists and ...
Seungho Lee
doaj +1 more source
Deviations from Covered Interest Rate Parity
, 2018 We find that deviations from the covered interest rate parity condition (CIP) imply large, persistent, and systematic arbitrage opportunities in one of the largest asset markets in the world.
Wenxin Du +3 more
semanticscholar +1 more source
Credit migration and covered interest rate parity
Journal of Financial Economics, 2019 I document economically large and persistent discrepancies in the pricing of credit risk between corporate bonds denominated in different currencies.
Gordon Y. Liao
semanticscholar +1 more source
Does the covered interest rate parity fit for China?
Economic Research-Ekonomska Istraživanja, 2019 This paper aims to investigate whether the covered interest rate parity (C.I.P.) holds or not through examining the dynamic link between nominal interest rate differential (N.I.R.D.) and nominal ex...
Chiwei Su +3 more
semanticscholar +1 more source
A rank approach for studying cross-currency bases and the covered interest rate parity
Empirical Economics, 2017 We use a panel rank cointegration approach to check for the stability conditions of the cross-country money market interest rate basis. Using weekly information on short-term interest rates and spot and forward exchange rates for a set of 20 European ...
Jose E. Gomez-Gonzalez +3 more
semanticscholar +1 more source
Covered interest arbitrage opportunities in the South African foreign exchange market
South African Journal of Business Management, 1987 The Interest Parity Theory states that in an efficient market, any interest differential between local and foreign sources of finance will be offset by the forward premium/discount.
C. de J. Correia, R. F. Knight
doaj +1 more source
Exchange rate movements in the presence of the zero lower bound [PDF]
Banks and Bank Systems, 2017 Exchange rates are expected to adjust according to the stance of monetary policies, which are in normal times differences in interest rates set by the central banks.
Jens Klose
doaj +1 more source