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~person:"Caporale, Guglielmo Maria"
~person:"Cuestas, Juan Carlos"
~person:"Holmes, Mark J."
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Search: subject_exact:"Interest rate parity"
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Interest rate parity
34
Zinsparität
34
Estimation
15
Schätzung
15
Cointegration
10
Kointegration
10
Real interest rate
9
Realzins
9
G7 countries
8
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34
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Caporale, Guglielmo Maria
Cuestas, Juan Carlos
Holmes, Mark J.
Chinn, Menzie David
50
Cheung, Yin-Wong
37
Meredith, Guy
20
Du, Wenxin
17
Burnside, Craig
16
Engel, Charles
16
Fujii, Eiji
16
Moosa, Imad A.
16
Verdelhan, Adrien
16
Garcia Pascual, Antonio
13
Hassan, Tarek A.
13
MacDonald, Ronald
13
Bofinger, Peter
12
Herrmann, Sabine
12
Jochem, Axel
12
Schrimpf, Andreas
12
Syrstad, Olav
12
Chang, Hsu-Ling
11
Chinn, Menzie D.
11
Eichenbaum, Martin S.
11
Kleshchelski, Isaac
11
Kugler, Peter
11
Pesaran, M. Hashem
11
Rime, Dagfinn
11
Su, Chi-Wei
11
Baillie, Richard
10
Lustig, Hanno
10
Marston, Richard C.
10
Ranaldo, Angelo
10
Rebelo, Sérgio
10
Bhatti, Razzaque H.
9
Dreger, Christian
9
Hsing, Yu
9
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9
Lothian, James R.
9
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9
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9
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ECONIS (ZBW)
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21
Asian real interest rates, nonlinear dynamics, and international parity
Holmes, Mark J.
;
Maghrebi, Nabil
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 387-405
Persistent link: https://www.econbiz.de/10002222891
Saved in:
22
Financial integration and the European Union : an assessment of the impact of capital controls, exchange rate turbulence and the introduction of the Euro
Holmes, Mark J.
- In:
European review of economics and finance
2
(
2003
)
3
,
pp. 3-18
Persistent link: https://www.econbiz.de/10002093906
Saved in:
23
Does long-run real interest parity hold among EU countries? : Some new panel data evidence
Holmes, Mark J.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
4
,
pp. 733-746
Persistent link: https://www.econbiz.de/10001714897
Saved in:
24
Asian real interest rates, non-linear dynamics and international parity
Holmes, Mark J.
(
contributor
);
Maghrebi, Nabil
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726418
Saved in:
25
Some new evidence on exchange rates, capital controls and European Union financial integration
Holmes, Mark J.
- In:
International review of economics & finance : IREF
10
(
2001
)
2
,
pp. 135-146
Persistent link: https://www.econbiz.de/10001583336
Saved in:
26
Interest rate linkages : identifying structural relations
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626093
Saved in:
27
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
;
Caporale, Guglielmo Maria
;
Hall, …
-
2001
Persistent link: https://www.econbiz.de/10001626094
Saved in:
28
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:
29
Interest rate linkages : a Kalman filter approach to detecting structural change
Barassi, Marco R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726272
Saved in:
30
Interest rates linkages : identifying structural relations
Barassi, Marco R.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726303
Saved in:
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