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The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves : empirical evidence from China

Narayan, Paresh Kumar; Smyth, Russell - In: Applied financial economics 16 (2006) 9, pp. 639-651

Persistent link: https://www.econbiz.de/10003334975

An empirical test of 'put call parity'

Ben-David, Nissim; Tchahi, Tavor - In: Applied financial economics 21 (2011) 22/24, pp. 1661-1664

Persistent link: https://www.econbiz.de/10009385060

Deviations fro PPP and UIP in a financially open economy : the Turkish evidence

Özmen, Erdal; Gökcan, Aysun - In: Applied financial economics 14 (2004) 11, pp. 779-784

Persistent link: https://www.econbiz.de/10002121594

The behaviour of a small foreign exchange market with a long-term peg - Barbados

Worrell, DeLisle; Craigwell, Roland C.; Mitchell, Travis - In: Applied financial economics 18 (2008) 7/9, pp. 673-682

Persistent link: https://www.econbiz.de/10003739289

Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg

Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296

Persistent link: https://www.econbiz.de/10009718935

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837