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Deviations from uncovered interest parity in Malaysia
Khoon, Goh Soo; Lim, Guay C.; Olekalns, Nilss - In: Applied financial economics 16 (2006) 10, pp. 745-759
Persistent link: https://www.econbiz.de/10003334987
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Uncovered interest parity : New Zealand's post-deregulation experience
King, Alan - In: Applied financial economics 8 (1998) 5, pp. 495-503
Persistent link: https://www.econbiz.de/10001363791
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Basket recomposition and the market : theoretical ECU interest rate differential
Tsoukis, Christopher - In: Applied financial economics 3 (1993) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10001149313
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Tests for interest rate convergence and structural breaks in the EMS
Fountas, Stilianos - In: Applied financial economics 8 (1998) 2, pp. 127-132
Persistent link: https://www.econbiz.de/10001244123
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Does speculation play any role in determining the forward exchange rate?
Moosa, Imad A. - In: Applied financial economics 7 (1997) 6, pp. 611-617
Persistent link: https://www.econbiz.de/10001240814
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Tests for interest rate convergence and structural breaks in the EMS : further analysis
Camarero Olivas, Mariam; Ordóñez, Javier; Tamarit … - In: Applied financial economics 12 (2002) 6, pp. 447-456
Persistent link: https://www.econbiz.de/10001671116
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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
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Forward-looking agents and macroeconomic determinants of the equity price in a small open economy
Kia, Amir - In: Applied financial economics 13 (2003) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10001725721
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A nonparametric general equilibrium estimation of covered interest rate arbitrage for western European countries during the pre-euro period : a behavioural perspective
Lin, Hsiou-Wei; Tai, Yun Chiang - In: Applied financial economics 19 (2009) 13/15, pp. 1223-1237
In this article, the nonparametric threshold autoregressive model for the Covered Interest Rate Parity (CIP) deviation is proposed. We provide a threshold estimation under the general equilibrium framework. The Keynes-Einzig conjecture based on market observation is verified. Within thresholds,...
Persistent link: https://www.econbiz.de/10003886033
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Foreign-currency bonds : currency choice and the role of uncovered and covered interest parity
Habib, Maurizio Michael; Joy, Mark - In: Applied financial economics 20 (2010) 7/9, pp. 601-626
Persistent link: https://www.econbiz.de/10009009325