Uncovered interest rate parity - Open Access .click

Results 231 to 240 of about 1,757 (240)

Some of the next articles are maybe not open access.

Uncovered Interest Rate Parity on GBP: A Pre- and Post-Brexit Analysis

This study examines how Brexit disrupted the Uncovered Interest Parity (UIP) for the British pound (GBP), analysing data from 2009 to 2023. Using Fama's framework and holding-period return models, structural shifts in bond yields post-Brexit are identified, particularly affecting GBP/USD and GBP/JPY pairs.
openaire +1 more source

The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules

Journal of International Money and Finance, 2019
Charles Engel, Chang Liu
exaly

Uncovered interest parity: The long and the short of it

Journal of Empirical Finance, 2016
James R Lothian
exaly

Global Liquidity and Uncovered Interest Rate Parity Puzzle

2022
openaire +1 more source

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