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subject:"Currency derivative"
~accessRights:"restricted"
~subject:"Estimation"
~subject:"Währungsspekulation"
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Search: subject_exact:"Covered interest parity"
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Currency derivative
Estimation
Währungsspekulation
Interest rate parity
280
Zinsparität
280
Wechselkurs
126
Exchange rate
125
Schätzung
114
Theorie
107
Theory
107
Risikoprämie
79
Risk premium
79
Welt
60
World
60
Währungsderivat
53
Yield curve
48
Zinsstruktur
48
Interest rate
38
Zins
38
Exchange rate risk
37
International financial market
36
Internationaler Finanzmarkt
36
US dollar
36
US-Dollar
36
Währungsrisiko
36
Currency speculation
35
Geldpolitik
34
Monetary policy
34
Devisenmarkt
32
Foreign exchange market
32
Kaufkraftparität
31
Purchasing power parity
31
Real interest rate
27
Realzins
27
USA
27
United States
27
Capital income
26
Kapitaleinkommen
26
Uncovered interest parity
25
Uncovered interest rate parity
23
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274
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Article
135
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32
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135
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135
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29
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29
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1
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Hassan, Tarek A.
6
Baillie, Richard
3
Burnside, Craig
3
Cerutti, Eugenio M.
3
Chinn, Menzie David
3
Eichenbaum, Martin S.
3
Kapetanios, George
3
Kim, Kun Ho
3
MacDonald, Ronald
3
Mano, Rui C.
3
Obstfeld, Maurice
3
Rebelo, Sérgio
3
Zhou, Haonan
3
Allen, William A.
2
Canarella, Giorgio
2
Chang, Ming-Jen
2
Chang, Tsangyao
2
Cho, Dooyeon
2
Cuestas, Juan Carlos
2
Diebold, Francis X.
2
Filipozzi, Fabio
2
Fu, Yunjie
2
Geyikçi, Utku Bora
2
Hameed, Allaudeen
2
Havránek, Tomáš
2
Havránková, Zuzana
2
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2
Hoffmann, Mathias
2
Ibhagui, Oyakhilome
2
Kleshchelski, Isaac
2
Klotzle, Marcelo Cabus
2
Ma, Wei
2
Miller, Stephen M.
2
Moessner, Richhild
2
Novák, Jiri
2
Pinto, Antônio Carlos Figueiredo
2
Rime, Dagfinn
2
Rose, Andrew
2
Salisu, Afees A.
2
Santos, Marcelo Bittencourt Coelho dos
2
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Journal of international money and finance
14
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11
Journal of international financial markets, institutions & money
11
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10
International review of economics & finance : IREF
9
Economic modelling
6
Journal of empirical finance
6
Working paper / National Bureau of Economic Research, Inc.
5
Applied economics letters
4
Open economies review
4
Research in international business and finance
4
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3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
3
International review of financial analysis
3
Journal of financial economics
3
Journal of international economics
3
Emerging markets, finance and trade : EMFT
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
International economic journal
2
International journal of finance & economics : IJFE
2
International journal of financial research
2
Journal of Asian economics
2
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2
The North American journal of economics and finance : a journal of financial economics studies
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1
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1
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1
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1
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1
Economic and political studies : EPS
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1
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ECONIS (ZBW)
167
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1
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction
Wang, Yi-Chiuan
;
Wu, Jyh-lin
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 138-158
Persistent link: https://www.econbiz.de/10014443191
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2
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
3
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
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4
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
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5
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
Saved in:
6
Original sin redux and deviations from covered interest parity
Zheng, Huanhuan
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478243
Saved in:
7
Real interest rate parity in practice : evidence from Asia-pacific economies
Chang, Ming-Jen
;
Chen, Shikuan
;
Chien, Chih-Chung
- In:
The Manchester School
91
(
2023
)
6
,
pp. 614-641
Persistent link: https://www.econbiz.de/10014427582
Saved in:
8
Does real interest rate parity really work? : historical evidence from a discrete wavelet perspective
Asl, Mahdi Ghaemi
;
Canarella, Giorgio
;
Miller, Stephen M.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 485-518
Persistent link: https://www.econbiz.de/10014372906
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9
A semi-parametric study on dynamic linkages among international real interest rates
You, Zhongyuan
;
Goodwin, Barry K.
;
Guney, Selin
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 215-229
Persistent link: https://www.econbiz.de/10014431312
Saved in:
10
Deviations from covered interest parity in the emerging markets after the global financial crisis
Geyikçi, Utku Bora
;
Özyıldırım, Süheyla
- In:
Journal of international financial markets, …
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014433228
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