Results 31 to 40 of about 3,988 (292)
IMF Working Papers, 1991 This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and discusses different interpretations of the evidence and the implications for macroeconomic analysis.
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Testing Uncovered Interest Parity at Short and Long Horizons [PDF]
SSRN Electronic Journal, 2000 Die Unverzerrtheitshypothese, die von gleichzeitiger ungedeckter Zinsparitat und rationalen Erwartungen ausgeht, ist in empirischen Analysen von Wechselkursbewegungen nahezu einhellig verworfen worden. Im Gegensatz zu fruheren Untersuchungen, denen Daten mit kurzfristigem Zeithorizont zugrundeliegen, wird die Hypothese in dem vorliegenden Papier mit ...
Chinn, Menzie D., Meredith, Guy
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Foreign Exchange Return Predictability: Rational Expectations Risk Premium vs. Expectational Errors
East Asian Economic Review, 2018 We propose a simple identification scheme for the causes of the violations of uncovered interest parity. Our method uses the serial dependence patterns of excess returns as a criterion for judging performance of economic models.
Seongman Moon
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Uncovered Interest Parity in Central and Eastern Europe: Convergence and the Global Financial Crisis
Eesti Majanduspoliitilised Väitlused, 2012 This paper presents tests of uncovered interest parity in Croatia, the Czech Republic, Hungary, Poland and Romania; all countries in Central and Eastern Europe with floating exchange rates. Data are monthly and the trading horizon is three months.
Fabio Filipozzi, Karsten Staehr
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US Shocks and the Uncovered Interest Rate Parity [PDF]
SSRN Electronic Journal, 2020 The literature on uncovered interest rate parity (UIP) shows two empirical puzzles. One is the failure of UIP, and the other is the unstable coefficients in the UIP regression. We propose a time-varying coefficients model with stochastic volatility and US structural shocks (TVC-SVX) to study how US structural shocks affect time-variation in the ...
Mengheng Li, Bowen Fu
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How raising interest rates can cause inflation and currency depreciation
Journal of Applied Economics, 2020 In this paper we derive a new model on exchange rate response to a lasting higher interest rate level. Contemporary models do not provide a convincing explanation for this relationship, but recent research suggests that models based on demand-pull ...
Jón Helgi Egilsson
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Machine Learning‐Assisted Inverse Design of Soft and Multifunctional Hybrid Liquid Metal Composites
Advanced Functional Materials, EarlyView.A machine learning framework is presented for inverse design of synthesizable multifunctional composites containing both liquid metal and solid inclusions. By integrating physics‐based modeling, data‐driven prediction, and Bayesian optimization, the approach enables intelligent design of experiments to identify optimal compositions and realize these ...
Lijun Zhou +5 more
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Microfabricated Anisotropic Myobundles for the Scalable Production of Cardiac Tissue Grafts
Advanced Functional Materials, EarlyView.Controlling the anisotropy of cardiac tissue remains an outstanding challenge in the field of cardiac tissue engineering. Here, we introduce an approach to generate anisotropic cardiac myobundles using cell‐adhesive, synthetic, electrospun fibers and stem cell‐derived cardiac fibroblasts.
Maggie E. Jewett +15 more
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Testing of real exchange rate - real interest rate differential relationship in Serbia-EMU case
Industrija, 2013 The goal of this study is to investigate whether there are empirical proofs for sustainability of real exchange rate - real interest rate differential relation in Serbia – EMU case for the period between January 2007 and May 2012.
Predrag M Petrović
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Decellularized Extracellular Matrix (dECM) in Tendon Regeneration: A Comprehensive Review
Advanced Healthcare Materials, EarlyView.Decellularized Extracellular Matrix (dECM) offers a promising solution by replicating the native tendon microenvironment and promoting regeneration. This review highlights advances in the decellularization methods, as well as their integration with emerging technologies and translational progress in tendon tissue engineering.
Kumaresan Sakthiabirami +4 more
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