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~isPartOf:"Economic modelling"
~isPartOf:"Journal of economic integration"
~isPartOf:"Journal of money, credit and banking : JMCB"
~isPartOf:"Research in international business and finance"
~subject:"Risk premium"
~subject:"Unit root test"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zinsparität"
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Risk premium
Unit root test
Interest rate parity
38
Zinsparität
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Economic modelling
Journal of economic integration
Journal of money, credit and banking : JMCB
Research in international business and finance
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22
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7
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7
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1
The term structure of currency futures' risk premia
Bernoth, Kerstin
;
Hagen, Jürgen von
;
Vries, Casper G. de
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
1
,
pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
Saved in:
2
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
3
The impact of political risk on the currencies of emerging markets
Santos, Marcelo Bittencourt Coelho dos
;
Klotzle, …
- In:
Research in international business and finance
56
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013267852
Saved in:
4
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
5
Inflation-targeting and real interest rate parity : a bias correction approach
Ding, Hui
;
Kim, Jaebeom
- In:
Economic modelling
60
(
2017
),
pp. 132-137
Persistent link: https://www.econbiz.de/10011734184
Saved in:
6
Carry trades, order flow, and the forward bias puzzle
Breedon, Francis J.
;
Rime, Dagfinn
;
Vitale, Paolo
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
6
,
pp. 1113-1134
Persistent link: https://www.econbiz.de/10011707918
Saved in:
7
Does real interest rate parity really hold? : new evidence from G7 countries
Chang, Ming-Jen
;
Su, Che-Yi
- In:
Economic modelling
47
(
2015
),
pp. 299-306
Persistent link: https://www.econbiz.de/10011439130
Saved in:
8
Real interest rate parity hypothesis in post-Soviet countries : evidence from unit root tests
Güney, Pelin Öge
;
Hasanov, Mübariz
- In:
Economic modelling
36
(
2014
),
pp. 120-129
Persistent link: https://www.econbiz.de/10010412434
Saved in:
9
Do real interest rates converge across East Asian countries based on China?
Liu, Yan
;
Chang, Hsu-Ling
;
Su, Chi-Wei
- In:
Economic modelling
31
(
2013
),
pp. 467-473
Persistent link: https://www.econbiz.de/10009730812
Saved in:
10
Uncovered interest parity and risk premium convergence in Central and Eastern European countries
Jiang, Chun
;
Li, Xiao-Lin
;
Chang, Hsu-Ling
;
Su, Chi-Wei
- In:
Economic modelling
33
(
2013
),
pp. 204-208
Persistent link: https://www.econbiz.de/10010191990
Saved in:
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