Results 1 to 10 of about 68,787 (115)
Uncovered interest rate parity: A gravity-panel approach [PDF]
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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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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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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Economic Fundamentals Over Long and Short Horizons [PDF]
Revista de Management Comparat International, 2018 In this paper, the idea that economic fundamentals should hold over all horizons is put to the test by focusing on the dynamics of the foreign exchange market.
Ali TFAILY
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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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Broken Naira: A Study of the Impact of Exchange Rates Movement in Nigeria
International Journal of Management and Data Analytics, 2023 Multinational Corporations involved in international business operations are exposed to movement in the exchange rate. The purpose of this study is to identify the factors that are responsible for exchange rate movements and to assess the impact they ...
Andrew Pinnock +3 more
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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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Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP [PDF]
Seonmul yeongu, 2022 This paper identifies the “idiosyncratic basis”, the residual premia computed from stripping away the hypothetical cross-currency basis (CCB) from the cross-currency credit spread (CCCS) of eligible senior corporate dollar-denominated bonds relative to ...
Karim Henide
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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
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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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