Works matching DE "INTEREST rate parity theorem"

Results: 273

An Intermediation-Based Model of Exchange Rates.

Published in:

Review of Financial Studies, 2025, v. 38, n. 8, p. 2386, doi. 10.1093/rfs/hhaf037

By:

Malamud, Semyon;
Schrimpf, Andreas;
Zhang, Yuan

Publication type:

Article

Uncovered interest rate parity and analysis of monetary convergence of potential EMU accession countries.

Published in:

International Economics & Economic Policy, 2005, v. 2, n. 1, p. 33, doi. 10.1007/s10368-005-0026-0

By:

Holtemöller, Oliver

Publication type:

Article

Why Are Real Interest Rates Not Equalized Internationally?

Published in:

Southern Economic Journal, 2004, v. 71, n. 2, p. 441, doi. 10.2307/4135301

By:

Chung, S. Young;
Crowder, William J.

Publication type:

Article

DEMAND AND SUPPLY OF MONEY IN A DEVELOPING ECONOMY: A STRUCTURAL ANALYSIS FOR INDIA.

Published in:

Review of Economics & Statistics, 1974, v. 56, n. 4, p. 502, doi. 10.2307/1924465

By:

Bhattacharya, B.B.

Publication type:

Article

TOBIN vs. KEYNES ON LIQUIDITY PREFERENCE.

Published in:

Review of Economics & Statistics, 1972, v. 54, n. 4, p. 479, doi. 10.2307/1924580

By:

Bohi, Douglas R.

Publication type:

Article

Asymmetric adjustment in the prime lending–deposit rate spread

Published in:

Review of Financial Economics, 2006, v. 15, n. 4, p. 323, doi. 10.1016/j.rfe.2005.12.002

By:

Thompson, Mark A.

Publication type:

Article

Extending the universality of the Heath–Jarrow–Morton model

Published in:

Review of Financial Economics, 2006, v. 15, n. 2, p. 129, doi. 10.1016/j.rfe.2005.04.003

By:

Grant, Dwight;
Vora, Gautam

Publication type:

Article

Comprehensive accounting in simple open economy macroeconomics with endogenous sterilization or flexible exchange rates.

Published in:

Journal of Post Keynesian Economics, 2005, v. 28, n. 2, p. 241

By:

Godley, Wynne;
Lavoie, Marc

Publication type:

Article

An empirical examination of the Post Keynesian view of forward exchange rates.

Published in:

Journal of Post Keynesian Economics, 2004, v. 26, n. 3, p. 395

By:

Moosa, Imad A.

Publication type:

Article

ON ECONOMIC AND LEGAL ASPECTS OF PROPERTY.

Published in:

Globalization & Business / Globalizac'ia da Biznesi, 2022, n. 13, p. 25, doi. 10.35945/gb.2022.13.003

By:

BERIDZE, TEIMURAZ;
OVSYANNIKOVA, NUNU

Publication type:

Article

Some Evidence of the Intra-regional Structure of Interest Rates on Residential Mortgage Loans.

Published in:

Land Economics, 1970, v. 46, n. 2, p. 208, doi. 10.2307/3145183

By:

Alberts, William W.;
Jung, Allen F.

Publication type:

Article

L'impact de la qualité de la Relation Banque-Entreprise sur la prime de risque exigée des entreprises tunisiennes.

Published in:

Revue des Sciences de Gestion, 2008, n. 229, p. 95, doi. 10.1051/larsg:2008010

By:

Omri, Abdelwahed;
Bellouma, Meryem

Publication type:

Article

Parfit on Free Will, Desert, and the Fairness of Punishment.

Published in:

Journal of Ethics, 2016, v. 20, n. 1-3, p. 139, doi. 10.1007/s10892-016-9229-6

By:

Smilansky, Saul

Publication type:

Article

Improving robust model selection tests for dynamic models.

Published in:

Econometrics Journal, 2010, v. 13, n. 2, p. 177, doi. 10.1111/j.1368-423X.2010.00313.x

By:

Choi, Hwan-sik;
Kiefer, Nicholas M.

Publication type:

Article

STOCK RETURNS AND EXPECTED INFLATION IN THE UK: SOME NEW EVIDENCE.

Published in:

Journal of Business Finance & Accounting, 1988, v. 15, n. 4, p. 459, doi. 10.1111/j.1468-5957.1988.tb00148.x

By:

Peel, D. A.;
Pope, P. F.

Publication type:

Article

MCMC Analysis of Diffusion Models With Application to Finance.

Published in:

Journal of Business & Economic Statistics, 2001, v. 19, n. 2, p. 177, doi. 10.1198/073500101316970403

By:

Eraker, Bjørn

Publication type:

Article

Cointegration and Threshold Adjustment.

Published in:

Journal of Business & Economic Statistics, 2001, v. 19, n. 2, p. 166, doi. 10.1198/073500101316970395

By:

Enders, Walter;
Siklos, Pierre L.

Publication type:

Article

A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND-GENERATION PANEL UNIT ROOT TESTS.

Published in:

Bulletin of Economic Research, 2016, v. 68, n. 2, p. 133, doi. 10.1111/boer.12052

By:

Albulescu, Claudiu Tiberiu;
Pépin, Dominique;
Tiwari, Aviral Kumar

Publication type:

Article

COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS.

Published in:

Bulletin of Economic Research, 2012, v. 64, p. s71, doi. 10.1111/j.1467-8586.2012.00447.x

By:

Byrne, Joseph P.;
Nagayasu, Jun

Publication type:

Article

Do Firms Believe in Interest Rate Parity?*.

Published in:

Review of Finance, 2010, v. 14, n. 4, p. 695, doi. 10.1093/rof/rfq001

By:

MCBRADY, MATTHEW R.;
MORTAL, SANDRA;
SCHILL, MICHAEL J.

Publication type:

Article

Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle.

Published in:

Review of Finance, 2006, v. 10, n. 3, p. 443, doi. 10.1007/s10679-006-9001-z

By:

Sarno, Lucio;
Valente, Giorgio;
Leon, Hyginus

Publication type:

Article

Capital mobility: evidence from four South Asian economies.

Published in:

Applied Economics Letters, 2005, v. 12, n. 9, p. 577, doi. 10.1080/13504850500142296

By:

Cooray, Arusha

Publication type:

Article

Is the forward premium puzzle universal?

Published in:

Applied Economics Letters, 2004, v. 11, n. 2, p. 131, doi. 10.1080/1350485042000200259

By:

Han, Bing

Publication type:

Article

Emerging Markets and Uncovered Interest Rate Parity.

Published in:

Atlantic Economic Journal, 2003, v. 31, n. 3, p. 291, doi. 10.1007/BF02298824

By:

Adrangi, Bahram;
Allender, Mary;
Raffiee, Kambiz

Publication type:

Article

Covered interest rate parity: the Australian case.

Published in:

Applied Economics, 1984, v. 16, n. 5, p. 655, doi. 10.1080/00036848400000016

By:

Sharpe, Ian G.

Publication type:

Article

EXCHANGE RATE VS. INTEREST RATE: HOW MUCH DOES UIP WORK FOR ROMANIA? (STUDY CASE ON THE EUR/RON CURRENCY).

Published in:

Annals of the University of Oradea, Economic Science Series, 2015, v. 24, n. 1, p. 63

By:

Haulica, Dana-Mihaela

Publication type:

Article

EXCHANGE RATES AND VOLATILITY IN CENTRAL AND EASTERN EUROPE: A TEST FOR UNCOVERED INTEREST PARITY.

Published in:

Annals of the University of Oradea, Economic Science Series, 2009, v. 18, n. 3, p. 552

By:

Alexandra, Horobe&x0163;;
Sorin, Dumitrescu;
Gabriel, Dumitrescu Dan

Publication type:

Article

NOTE ON THE SMITH-WILSON INTEREST RATE CURVE.

Published in:

International Journal of Theoretical & Applied Finance, 2016, v. 19, n. 7, p. -1, doi. 10.1142/S0219024916500394

By:

GACH, FLORIAN

Publication type:

Article

Reconsidering Real Interest Parity for Traded and Nontraded Goods.

Published in:

Review of International Economics, 2006, v. 14, n. 2, p. 306, doi. 10.1111/j.1467-9396.2006.00577.x

By:

Kim, Jaebeom

Publication type:

Article

Public attitudes to inflation.

Published in:

Bank of England Quarterly Bulletin, 2005, v. 45, n. 2, p. 194

By:

Ellis, Colin

Publication type:

Article

Modeling the Term Structure of Exchange Rate Expectations.

Published in:

Annals of Economics & Finance, 2016, v. 17, n. 2, p. 303

By:

Bauer, Christian;
Horlemann, Sebastian

Publication type:

Article

Real Interest Rate Parity: Evidence from Industrialized Countries.

Published in:

Annals of Economics & Finance, 2006, v. 7, n. 2, p. 425

By:

Nusair, Salah A.

Publication type:

Article

Secular decline in profit rates: time series analysis of a classical hypothesis.

Published in:

European Journal of Comparative Economics, 2018, v. 15, n. 1, p. 83

By:

Trofimov, Ivan D.

Publication type:

Article

Estimación de la curva de rendimiento cupón cero para el Perú y su uso para el análisis monetario.

Published in:

Economía (02544415), 2010, v. 33, n. 65, p. 103, doi. 10.18800/economia.201001.003

By:

Pereda, C. Javier

Publication type:

Article

Uncovered Interest Rate Parity: The Turkish Evidence.

Published in:

Review of Middle East Economics & Finance, 2018, v. 14, n. 2, p. 1, doi. 10.1515/rmeef-2017-0025

By:

Güney, Pelin Öge

Publication type:

Article

Central Bank Intervention, the Current Account, and Exchange Rates.

Published in:

International Advances in Economic Research, 2003, v. 9, n. 3, p. 196, doi. 10.1007/BF02295443

By:

Larrain, Maurice

Publication type:

Article

DOES UNWINDING CARRY TRADE LEAD TO PROFITABLE REVERSE CARRY TRADE? THE CASE OF YEN.

Published in:

Journal of Business & Behavioral Sciences, 2017, v. 29, n. 2, p. 140

By:

Minje Jung

Publication type:

Article

Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited?

Published in:

Journal of Financial & Quantitative Analysis, 2007, v. 42, n. 4, p. 963, doi. 10.1017/S002210900000346X

By:

Villanueva, O. Miguel

Publication type:

Article

Non-Informative Tests of the Unbiased Forward Exchange Rate.

Published in:

Journal of Financial & Quantitative Analysis, 1999, v. 34, n. 2, p. 265, doi. 10.2307/2676281

By:

Barnhart, Scott W.;
McNown, Robert;
Wallace, Myles S.

Publication type:

Article

FORWARD EXCHANGE PRICE DETERMINATION IN CONTINUOUS TIME.

Published in:

Journal of Financial & Quantitative Analysis, 1977, v. 12, n. 3, p. 473, doi. 10.2307/2330546

By:

Oldfield, George S.;
Messina, Richard J.

Publication type:

Article

POLITICAL PRESSURES AND EXCHANGE RATE STABILITY IN EMERGING MARKET ECONOMIES.

Published in:

Journal of Applied Economics, 2008, v. 11, n. 1, p. 1, doi. 10.1080/15140326.2008.12040497

By:

Faia, Ester;
Giulodori, Massimo;
Ruta, Michele

Publication type:

Article

A Financial Leading Indicator.

Published in:

Challenge (05775132), 1995, v. 38, n. 3, p. 51, doi. 10.1080/05775132.1995.11471829

By:

Jones, David D.

Publication type:

Article

FEDERAL DEFICITS ARE A RED HERRING.

Published in:

Challenge (05775132), 1981, v. 24, n. 5, p. 49, doi. 10.1080/05775132.1981.11470726

By:

Crawford, Peter

Publication type:

Article

Comments and Discussion.

Published in:

Brookings Papers on Economic Activity, 1984, n. 1, p. 243

By:

Weiss, Laurence

Publication type:

Article

Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

Published in:

Brookings Papers on Economic Activity, 1984, n. 1, p. 223, doi. 10.2307/2534279

By:

Mankiw, N. Gregory;
Summers, Lawrence H.

Publication type:

Article

Empirical results.

Published in:: BOFIT Discussion Papers, 2012, n. 28, p. 26
Publication type:: Article

Data description.

Published in:: BOFIT Discussion Papers, 2012, n. 28, p. 23
Publication type:: Article

Introduction.

Published in:: BOFIT Discussion Papers, 2012, n. 28, p. 5
Publication type:: Article

Disparity of Interest Rate Parity Conditions -- Absolute and Relative Form Evaluated.

Published in:

Journal of Applied Financial Research, 2018, v. 1, p. 36

By:

Cheng, Joseph;
Mulugetta, Abraham

Publication type:

Article

Uncovered interest parity puzzle: does it really exist?

Published in:

Applied Economics Letters, 2010, v. 17, n. 10, p. 1023, doi. 10.1080/00036840902762696

By:

Mylonidis, Nikolaos;
Semertzidou, Maria

Publication type:

Article