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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"International economic journal"
~isPartOf:"Journal of policy modeling : JPMOD ; a social science forum of world issues"
~source:"econis"
~subject:"Cointegration"
~subject:"Currency appreciation"
~subject:"USA"
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Search: subject_exact:"Uncovered interest parity"
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Cointegration
Currency appreciation
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Interest rate parity
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Zinsparität
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Theorie
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8
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7
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uncovered interest parity
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Caporale, Guglielmo Maria
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Chen, Shyh-wei
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Kalyvitēs, Sarantēs
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Kant, Chander
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Karagiannis, Stelios
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Kia, Amir
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Matros, Philipp
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Niestroj, Benjamin
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Seol, Gwi Hwan
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Shen, Chung-hua
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
International economic journal
Journal of policy modeling : JPMOD ; a social science forum of world issues
Journal of international money and finance
11
Working paper / National Bureau of Economic Research, Inc.
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1
Deviations from triangular arbitrage parity in foreign exchange and bitcoin markets
Reynolds, Julia E.
;
Sögner, Leopold
;
Wagner, Martin
; …
-
Sonderforschungsbereich Statistical Modelling of …
-
2018
Persistent link: https://www.econbiz.de/10011868301
Saved in:
2
Monetary policy regime shifts and uncovered interest parity revisited : the euro-US dollar exchange rate
Kim, Young Se
;
Seol, Gwi Hwan
- In:
International economic journal
30
(
2016
)
3
,
pp. 360-378
Persistent link: https://www.econbiz.de/10011704513
Saved in:
3
Testing uncovered interest parity under the assumption of liquidity premia
Niestroj, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10010407963
Saved in:
4
Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp
;
Weber, Enzo
- In:
International economic journal
28
(
2014
)
3
,
pp. 497-512
Persistent link: https://www.econbiz.de/10010503500
Saved in:
5
Interest rate pass-through in Europe and the US : monetary policy after the financial crisis
Karagiannis, Stelios
;
Panagopoulos, Yannis
;
Vlamis, …
- In:
Journal of policy modeling : JPMOD ; a social science …
32
(
2010
)
3
,
pp. 323-338
Persistent link: https://www.econbiz.de/10003990577
Saved in:
6
Capital mobility among advanced countries
Kant, Chander
- In:
Journal of policy modeling : JPMOD ; a social science …
27
(
2005
)
9
,
pp. 1067-1081
Persistent link: https://www.econbiz.de/10003258214
Saved in:
7
Long swing in appreciation and short swing in depreciation and does the market not know it? : The case of Taiwan
Shen, Chung-hua
;
Chen, Shyh-wei
- In:
International economic journal
18
(
2004
)
2
,
pp. 195-213
Persistent link: https://www.econbiz.de/10003244447
Saved in:
8
Testing for PPP and UIP in an FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria
;
Kalyvitēs, Sarantēs
; …
- In:
Journal of policy modeling : JPMOD ; a social science …
23
(
2001
)
6
,
pp. 637-650
Persistent link: https://www.econbiz.de/10001631861
Saved in:
9
Overnight covered interest parity : theory and practice
Kia, Amir
- In:
International economic journal
10
(
1996
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001203208
Saved in:
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