Results 281 to 290 of about 3,988 (292)

A Revisit on the Validity of the Uncovered Interest Rate Parity-Evidence from Time-Varying Parameter Models

Applied Economics, 2021
exaly  

Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model

Journal of Econometrics, 1995
Katarina Jusélius
exaly  

Uncovered interest parity and risk premium convergence in Central and Eastern European countries

Economic Modelling, 2013
Hsu-Ling Chang, Chi-Wei Su
exaly  

THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS

Journal of Economic Surveys, 2009
Salih Fendoglu
exaly  

A Liquidity‐Based Resolution of the Uncovered Interest Parity Puzzle

Journal of Money, Credit and Banking, 2020
Seungduck Lee, Kuk Mo Jung
exaly  

Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two-Way Unobserved Components

International Journal of Finance and Economics, 2016
Nils Herger
exaly  

Emerging markets and uncovered interest rate parity

Atlantic Economic Journal, 2003
Bahram Adrangi, Mary Allender, Kambiz Raffiee   +2 more
openaire   +1 more source

TESTING FOR PURCHASING POWER PARITY AND UNCOVERED INTEREST PARITY IN THE PRESENCE OF MONETARY AND EXCHANGE RATE REGIME SHIFTS

South African Journal of Economics, 2010
Johannes W Fedderke, Linda M Haines
exaly  

Uncovered interest parity and monetary integration in East Asian countries based on China

Journal of International Trade and Economic Development, 2015
Hsu-Ling Chang, Chi-Wei Su
exaly  

Uncovered Interest Parity in High Frequency

Philippe Mueller, Paul Whelan, Ingomar Krohn   +2 more
openaire   +1 more source