Works matching DE "INTEREST rate parity theorem"
Results: 272
Uncovered Interest Rate Parity: The Turkish Evidence.
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- Review of Middle East Economics & Finance, 2018, v. 14, n. 2, p. 1, doi. 10.1515/rmeef-2017-0025
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- Article
Asymmetric adjustment in the prime lending–deposit rate spread
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- Review of Financial Economics, 2006, v. 15, n. 4, p. 323, doi. 10.1016/j.rfe.2005.12.002
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- Article
Extending the universality of the Heath–Jarrow–Morton model
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- Review of Financial Economics, 2006, v. 15, n. 2, p. 129, doi. 10.1016/j.rfe.2005.04.003
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- Article
TESTING FOR REAL INTEREST RATE PARITY USING PANEL STATIONARITY TESTS WITH DEPENDENCE: A NOTE.
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- Manchester School (1463-6786), 2009, v. 77, n. 1, p. 112, doi. 10.1111/j.1467-9957.2008.02090.x
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- Article
Modeling Interest Rate Parity: A System Dynamics Approach.
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- Journal of Economic Issues, 2006, v. 40, n. 2, p. 395, doi. 10.1080/00213624.2006.11506917
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- Article
SECONDARY MORTGAGE MARKET PURCHASE COMMITMENT YIELDS.
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- Journal of Financial Research, 2006, v. 29, n. 4, p. 593, doi. 10.1111/j.1475-6803.2006.00196.x
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- Article
INTEREST RATE PARITY AND THE BEHAVIOR OF THE BID-ASK SPREAD.
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- Journal of Financial Research, 1999, v. 22, n. 2, p. 189, doi. 10.1111/j.1475-6803.1999.tb00722.x
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- Article
LONG-RUN RELATIONS IN EXCHANGE MARKETS: A TEST OF COVERED INTEREST PARITY.
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- Journal of Financial Research, 1995, v. 18, n. 4, p. 431, doi. 10.1111/j.1475-6803.1995.tb00576.x
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- Article
MIĘDZYNARODOWA STRATEGIA SPEKULACYJNA CARRY TRADE. SPRZECZNOŚĆ Z TEORIĄ NIEOBCIĄŻONEGO PARYTETU STÓP PROCENTOWYCH I RYZYKO KRYZYSU WALUTOWEGO JAKO DETERMINANTA PONADPRZECIĘTNEJ STOPY ZWROTU.
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- Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 267, p. 72
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- Article
Improving robust model selection tests for dynamic models.
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- Econometrics Journal, 2010, v. 13, n. 2, p. 177, doi. 10.1111/j.1368-423X.2010.00313.x
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- Article
A Survey of Exchange Rate Pass-Through in Asia.
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- Asian-Pacific Economic Literature, 2007, v. 21, n. 2, p. 13, doi. 10.1111/j.1467-8411.2007.00199.x-i1
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- Article
MCMC Analysis of Diffusion Models With Application to Finance.
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- Journal of Business & Economic Statistics, 2001, v. 19, n. 2, p. 177, doi. 10.1198/073500101316970403
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- Article
Cointegration and Threshold Adjustment.
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- Journal of Business & Economic Statistics, 2001, v. 19, n. 2, p. 166, doi. 10.1198/073500101316970395
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- Article
A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND-GENERATION PANEL UNIT ROOT TESTS.
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- Bulletin of Economic Research, 2016, v. 68, n. 2, p. 133, doi. 10.1111/boer.12052
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- Article
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS.
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- Bulletin of Economic Research, 2012, v. 64, p. s71, doi. 10.1111/j.1467-8586.2012.00447.x
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- Article
Internal Debt and Private Investment: Evidence from Pakistan.
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- IBA Business Review, 2011, v. 6, n. 1, p. 95, doi. 10.54784/1990-6587.1184
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- Article
Global Interest Rates, Currency Returns, and the Real Value of the Dollar.
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- American Economic Review, 2010, v. 100, n. 2, p. 562, doi. 10.1257/aer.100.2.562
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- Article
The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk.
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- American Economic Review, 2007, v. 97, n. 1, p. 89, doi. 10.1257/000282807780323640
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- Article
Short Rate Dynamics and Regime Shifts.
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- International Review of Finance, 2009, v. 9, n. 3, p. 211, doi. 10.1111/j.1468-2443.2009.01094.x
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- Article
Monetary policy implementation and uncovered interest parity: Empirical evidence from Oceania.
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- New Zealand Economic Papers, 2011, v. 45, n. 3, p. 209, doi. 10.1080/00779954.2011.571643
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- Article
Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models.
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- Studies in Nonlinear Dynamics & Econometrics, 2017, v. 21, n. 4, p. 1, doi. 10.1515/snde-2015-0018
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- Article
Market Risk, Interest Rate Risk, and Interdependencies in Insurer Stock Returns: A System-GARCH Model.
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- Journal of Risk & Insurance, 2008, v. 75, n. 4, p. 873, doi. 10.1111/j.1539-6975.2008.00289.x
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- Article
Stochastic Modelling of Interest Rates with Applications to Life Contingencies - Part II.
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- Journal of Risk & Insurance, 1981, v. 48, n. 4, p. 628, doi. 10.2307/252824
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- Article
Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets.
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- IMF Staff Papers, 2004, v. 51, n. 2, p. 257, doi. 10.2307/30035875
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- Article
Monetary Policy and Long-Horizon Uncovered Interest Parity.
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- IMF Staff Papers, 2004, v. 51, n. 3, p. 409, doi. 10.2307/30035956
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- Article
Central Bank Intervention, the Current Account, and Exchange Rates.
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- International Advances in Economic Research, 2003, v. 9, n. 3, p. 196, doi. 10.1007/BF02295443
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- Article
Monetary Policy and the Uncovered Interest Rate Parity Puzzle: Theory and Empirical Results for Oceania.
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- Economic Record, 2014, v. 90, n. 289, p. 207, doi. 10.1111/1475-4932.12097
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- Article
The High-Frequency Responses of Australian Financial Futures to Unexpected Cash Rate Announcements.
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- Economic Record, 2009, v. 85, p. S22, doi. 10.1111/j.1475-4932.2009.00585.x
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- Article
Heterogeneous Patience and the Term Structure of Real Interest Rates.
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- American Economic Review, 2005, v. 95, n. 3, p. 890, doi. 10.1257/0002828054201288
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- Article
Exchange rates and the political economy of macroeconomic discipline.
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- American Economic Review, 1996, v. 86, n. 2, p. 159
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- Article
The Sensitivity of International Comparisons of Capital Stock Measures to Different "Real" Exchange Rates.
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- American Economic Review, 1988, v. 78, n. 2, p. 479
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- Article
The Forward Exchange Rate, Expectations, and the Demand for Money-- The German Hyperinflation: Reply.
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- American Economic Review, 1980, v. 70, n. 4, p. 771
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- Article
Interest Rates and Inflationary Expectations: New Evidence.
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- American Economic Review, 1972, v. 62, n. 5, p. 854
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- Article
Life Cycle Saving: Theory and Fact.
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- American Economic Review, 1972, v. 62, n. 3, p. 344
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- Article
Views From Abroad.
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- Journal of Accounting, Auditing & Finance, 1982, v. 5, n. 3, p. 270
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- Article
NOTE ON THE SMITH-WILSON INTEREST RATE CURVE.
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- International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 7, p. -1, doi. 10.1142/S0219024916500394
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- Article
Valuing Credit Default Swaps on Correlated LMM Processes.
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- Journal of Alternative Investments, 2006, v. 9, n. 1, p. 78, doi. 10.3905/jai.2006.640268
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- Article
Pricing Life Insurance: Combining Economic, Financial, and Actuarial Approaches.
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- Journal of Insurance Issues, 2004, v. 27, n. 2, p. 134
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- Article
Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data.
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- European Journal of Finance, 2006, v. 12, n. 6/7, p. 605, doi. 10.1080/13518470600763489
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- Article
CHAPTER 5: ASSESSING THE STRUCTURAL VAR APPROACH TO EXCHANGE RATE PASS-THROUGH.
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- 2006
- Publication type:
- Book Chapter
Inflation persistence and the rational expectation hypothesis in an open economy model: an empirical evidence for the brazilian economy.
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- Revista Brasileira de Economia de Empresas / Brazilian Journal of Business Economics, 2006, v. 6, n. 2, p. 7
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- Article
ON THE TIME VALUE OF ABSOLUTE RUIN WITH DEBIT INTEREST.
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- Advances in Applied Probability, 2007, v. 39, n. 2, p. 343, doi. 10.1239/aap/1183667614
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- Article
Modeling the Term Structure of Exchange Rate Expectations.
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- Annals of Economics & Finance, 2016, v. 17, n. 2, p. 303
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- Article
Real Interest Rate Parity: Evidence from Industrialized Countries.
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- Annals of Economics & Finance, 2006, v. 7, n. 2, p. 425
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- Article
RISK PREMIUM, CHANGES IN SPOT EXCHANGE RATES, REAL INTEREST RATES AND EXPECTATION.
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- International Journal of Finance, 2003, v. 15, n. 4, p. 2735
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- Publication type:
- Article
"Swap" covered interest parity in long-date capital markets.
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- Review of Economics & Statistics, 1996, v. 78, n. 3, p. 530, doi. 10.2307/2109800
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- Article
DEMAND AND SUPPLY OF MONEY IN A DEVELOPING ECONOMY: A STRUCTURAL ANALYSIS FOR INDIA.
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- Review of Economics & Statistics, 1974, v. 56, n. 4, p. 502, doi. 10.2307/1924465
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- Article
TOBIN vs. KEYNES ON LIQUIDITY PREFERENCE.
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- Review of Economics & Statistics, 1972, v. 54, n. 4, p. 479, doi. 10.2307/1924580
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- Article
Is the adjustment to real interest rate parity asymmetric?
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- Empirica, 2009, v. 36, n. 4, p. 407, doi. 10.1007/s10663-009-9101-z
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- Article
Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework.
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- Oxford Bulletin of Economics & Statistics, 2006, v. 68, p. 879, doi. 10.1111/j.1468-0084.2006.00461.x
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- Publication type:
- Article