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~isPartOf:"Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823"
~isPartOf:"International economic journal"
~source:"econis"
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Search: subject_exact:"Uncovered interest parity"
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Simultaneous inference on the Korean Won-US Dollar forward premium anomaly
Kim, Jinyong
- In:
International economic journal
37
(
2023
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10014294911
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2
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:
3
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
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4
Testing uncovered interest parity under the assumption of liquidity premia
Niestroj, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10010407963
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5
Liquidity premia and interest rate parity
Linnemann, Ludger
;
Schabert, Andreas
-
2013
Persistent link: https://www.econbiz.de/10010196975
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6
Market structure, excess returns in the foreign exchange market and deviations from uncovered interest parity
Ozdemir, Nilufer
- In:
International economic journal
27
(
2013
)
4
,
pp. 587-608
Persistent link: https://www.econbiz.de/10010341016
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7
Liquidity premia, interest rates and exchange rate dynamics
Hörmann, Markus
-
2011
Persistent link: https://www.econbiz.de/10009153834
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8
Regional liquidity risk and covered interest parity during the global financial crisis : evidence from Tokyo, London, and New York
Fukuda, Shin'ichi
- In:
International economic journal
30
(
2016
)
3
,
pp. 339-359
Persistent link: https://www.econbiz.de/10011704512
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9
Revisiting covered interest parity in the European Union : the DCCA approach
Ferreira, Paulo
;
Dionisio, Andreia
- In:
International economic journal
29
(
2015
)
4
,
pp. 597-615
Persistent link: https://www.econbiz.de/10011548766
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10
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
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