Works matching DE "INTEREST rate parity theorem"
Results: 270
WHAT DOES THE YIELD CURVE TELL US ABOUT EXCHANGE RATE PREDICTABILITY?
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- Review of Economics & Statistics, 2013, v. 95, n. 1, p. 185, doi. 10.1162/REST_a_00231
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- Article
MULTIVARIATE FORECAST EVALUATION AND RATIONALITY TESTING.
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- Review of Economics & Statistics, 2012, v. 94, n. 4, p. 1066, doi. 10.1162/REST_a_00215
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- 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
Monetary Policy Uncovered: Theory and Practice.
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- International Review of Applied Economics, 2004, v. 18, n. 1, p. 25, doi. 10.1080/0269217032000148627
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- Article
INTERPRETING ECONOMETRIC EVIDENCE ON EFFICIENCY IN THE FOREIGN EXCHANGE MARKET.
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- Oxford Economic Papers, 1984, v. 36, n. 1, p. 67, doi. 10.1093/oxfordjournals.oep.a041628
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- Article
The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition.
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- Computational Economics, 2017, v. 49, n. 4, p. 623, doi. 10.1007/s10614-016-9574-3
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Rate of Return Parity with Robot Asset Traders.
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- Computational Economics, 2007, v. 29, n. 1, p. 1, doi. 10.1007/s10614-006-9060-4
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STATIONARITY OF SOUTH ASIAN REAL EXCHANGE RATES UNDER EXPONENTIAL STAR (ESTAR) FRAMEWORK.
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- Journal of Developing Areas, 2010, v. 43, n. 2, p. 41, doi. 10.1353/jda.0.0068
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- Article
TESTING EMA INDICATOR FOR THE CURRENCY PAIR EUR / USD.
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- International Journal of Entrepreneurial Knowledge, 2017, v. 5, n. 1, p. 35, doi. 10.1515/ijek-2017-0003
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- Article
FOREIGN EXCHANGE RATES IN CONSOLIDATED FINANCIAL STATEMENTS UNDER IFRS.
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- Scientific Papers of the University of Pardubice. Series D, Faculty of Economics & Administration, 2014, v. 21, n. 31, p. 60
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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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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
Institutional Trust and Economic Policy. Lessons from the History of the Euro.
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- Society & Economy, 2013, v. 35, n. 4, p. 581, doi. 10.1556/SocEc.35.2013.4.9
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FINANCIAL DEVELOPMENT AND THE VELOCITY OF MONEY IN NIGERIA: AN EMPIRICAL ANALYSIS.
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- Review of Finance & Banking, 2012, v. 4, n. 2, p. 97
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- Article
Re-examining Exchange Rate Regimes and Inflation Nexus: An ARDL Analysis for Nigerian Case.
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- Acta Universitatis Danubius: Œconomica, 2017, v. 13, n. 6, p. 253
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- Article
On the Judicial Interest Rate: Towards a Law and Economic Theory.
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- Journal of European Tort Law, 2013, v. 4, n. 1, p. 34, doi. 10.1515/jetl-2013-0002
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- Article
Pearson type VII ratio distribution.
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- Empirical Economics, 2009, v. 37, n. 1, p. 219, doi. 10.1007/s00181-008-0232-z
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- Article
Nonlinear dynamics and covered interest rate parity.
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- Empirical Economics, 1998, v. 23, n. 4, p. 535, doi. 10.1007/BF01205993
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- Article
A Short-Run Monetary Model of Exchange Rate Determination: Stability Tests and Forecasting.
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- Empirical Economics, 1988, v. 13, n. 1, p. 1, doi. 10.1007/BF01971883
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- Article
Smooth breaks and nonlinear mean reversion in real interest parity: Evidence from East Asian countries.
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- Journal of International Trade & Economic Development, 2019, v. 28, n. 6, p. 668, doi. 10.1080/09638199.2019.1582083
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- Article
CHAPTER 5: ASSESSING THE STRUCTURAL VAR APPROACH TO EXCHANGE RATE PASS-THROUGH.
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- 2006
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- Book Chapter
Public attitudes to inflation and interest rates.
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- Bank of England Quarterly Bulletin, 2007, v. 47, n. 2, p. 208
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Public attitudes to inflation.
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- Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 194
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- Article
Uncovered Interest Parity: Are Empirical Rejections of It Valid?
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- Journal of Economic Integration, 2009, v. 24, n. 2, p. 369, doi. 10.11130/jei.2009.24.2.369
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A GENERALISED METHOD OF MOMENTS: COMPARISON OF DISCRETE HEATH-JARROW-MORTON INTEREST RATE MODELS.
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- Asia Pacific Journal of Management, 1994, v. 11, n. 1, p. 1, doi. 10.1007/BF01731869
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Debt Management Networks.
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- Public Administration Review, 1993, v. 53, n. 1, p. 50, doi. 10.2307/977276
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The Role of Non-Interest-Bearing Instruments in the Net Interest Margin.
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- Federal Reserve Bulletin, 2004, v. 90, n. 2, p. 173
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- Article
FORWARD EXCHANGE PRICE DETERMINATION IN CONTINUOUS TIME.
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- Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 473, doi. 10.2307/2330546
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- Article
POLITICAL PRESSURES AND EXCHANGE RATE STABILITY IN EMERGING MARKET ECONOMIES.
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- Journal of Applied Economics, 2008, v. 11, n. 1, p. 1, doi. 10.1080/15140326.2008.12040497
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- Article
Missing the Boat: When Is It Too Late to Start Hedging?
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- Financial Executive, 2005, v. 21, n. 5, p. 54
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What exactly is a swap?
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- Financial Executive, 1988, v. 4, n. 4, p. 57
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- Article
THE TWO-SECTOR VON THÜNEN ORIGINAL MARGINAL PRODUCTIVITY MODEL OF CAPITAL; AND BEYOND.
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- Metroeconomica, 2008, v. 59, n. 1, p. 85, doi. 10.1111/j.1467-999X.2007.00293.x
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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
Is the real interest rate unstable? Some new evidence.
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- Applied Economics, 1997, v. 29, n. 3, p. 359, doi. 10.1080/000368497327137
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- Article
Real and nominal effective exchange rates for 22 LDCs: 1971:1-1990:4.
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- Applied Economics, 1995, v. 27, n. 7, p. 591, doi. 10.1080/00036849500000048
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- Article
Does the Fisher effect apply in Australia?
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- Applied Economics, 1993, v. 25, n. 6, p. 839, doi. 10.1080/00036849300000138
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Government deficits, capital flows, and interest rates.
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- Applied Economics, 1988, v. 20, n. 6, p. 753, doi. 10.1080/00036848800000070
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- Article
Interest rate arbitrage using the forwards and futures markets, 1977-85.
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- Applied Economics, 1987, v. 19, n. 10, p. 1329, doi. 10.1080/00036848700000120
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- Article
Covered interest rate parity: the Australian case.
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- Applied Economics, 1984, v. 16, n. 5, p. 655, doi. 10.1080/00036848400000016
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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
Carry-trades on the yen and the Swiss franc: are they different?
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- Journal of Economics & Finance, 2013, v. 37, n. 3, p. 402, doi. 10.1007/s12197-011-9194-7
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- Article
GLOBAL IMBALANCES AND DESTABILIZING SPECULATION.
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- Journal of Business, Finance & Economics in Emerging Economies, 2009, v. 4, n. 1, p. 149
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- Article
The Determinants of Household Saving in China: A Dynamic Panel Analysis of Provincial Data.
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- Journal of Money, Credit & Banking (Wiley-Blackwell), 2007, v. 39, n. 8, p. 2077, doi. 10.1111/j.1538-4616.2007.00099.x
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- Article
Forecasting realized volatility: a Bayesian model-averaging approach.
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- Journal of Applied Econometrics, 2009, v. 24, n. 5, p. 709, doi. 10.1002/jae.1070
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- Article
How do changes in monetary policy affect bank lending? An analysis of Austrian bank data.
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- Journal of Applied Econometrics, 2006, v. 21, n. 3, p. 275, doi. 10.1002/jae.830
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- Article
DYNAMICS OF THE FEDERAL FUNDS TARGET RATE: A NONSTATIONARY DISCRETE CHOICE APPROACH.
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- Journal of Applied Econometrics, 2004, v. 19, n. 7, p. 851, doi. 10.1002/jae.747
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- Article