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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"International economic journal"
~source:"econis"
~subject:"Cointegration"
~subject:"Currency appreciation"
~subject:"USA"
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Search: subject_exact:"Uncovered interest parity"
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Cointegration
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uncovered interest rate parity
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Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
International economic journal
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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
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:
6
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
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