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ECONIS (ZBW)
1,984
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1
Effects of the Fed's enhanced swap line with the ECB on CIP deviations
Moessner, Richhild
;
Allen, William A.
- In:
Applied economics
53
(
2021
)
10
,
pp. 1178-1183
Persistent link: https://www.econbiz.de/10012425457
Saved in:
2
The long-run uncovered interest rate parity in view of a trading strategy
Chin, Chang-chiang
;
Liang, Huei-mei
- In:
Applied economics
41
(
2009
)
19/21
,
pp. 2727-2739
Persistent link: https://www.econbiz.de/10003886297
Saved in:
3
Testing uncovered interest rate parity using LIBOR
Omer, Muhammad
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3708-3723
Persistent link: https://www.econbiz.de/10010419955
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4
Continuous-time model of uncovered interest parity with regulated jump-diffusion interest differential
Moh, Young-kyu
- In:
Applied economics
38
(
2006
)
21
,
pp. 2523-2533
Persistent link: https://www.econbiz.de/10003398815
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5
A revisit on the validity of the uncovered interest rate parity-evidence from time-varying parameter models
Zhong, Wanling
;
Fu, Yunjie
;
Ma, Wei
- In:
Applied economics
53
(
2021
)
48
,
pp. 5518-5534
Persistent link: https://www.econbiz.de/10012626914
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6
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
Saved in:
7
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
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8
Denomination composition of trade and trade balance : evidence from Turkey
Berument, Hakan
;
Dinçer, Nazire Nergiz
- In:
Applied economics
37
(
2005
)
10
,
pp. 1177-1191
Persistent link: https://www.econbiz.de/10002920587
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9
Identification of house price bubbles using user cost in a state space model
Zhang, Hanxiong
;
Hudson, Robert
;
Metcalf, Hugh
; …
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6088-6101
Persistent link: https://www.econbiz.de/10011381027
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10
State space models for the exchange rate pass-through : determinants and null/full pass-through hypotheses
Martins de Souza, Rafael
;
Maciel, Luiz Felipe Pires
; …
- In:
Applied economics
45
(
2013
)
34/36
,
pp. 5062-5075
Persistent link: https://www.econbiz.de/10010226437
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