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Rheinische Friedrich-Wilhelms-Universität Bonn / Zentrum für Europäische Integrationsforschung
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The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H.
- In:
Economic modelling
40
(
2014
),
pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
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2
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
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3
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
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4
Financial crises, exchange rate linkages and uncovered interest parity : evidence from G7 markets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
- In:
Economic modelling
66
(
2017
),
pp. 112-120
Persistent link: https://www.econbiz.de/10011813672
Saved in:
5
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
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6
Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin
;
Gao, Y.
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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7
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
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8
Why exchange rate pass-through matters in forward exchange markets
Choi, Yoonho
;
Choi, Eun Kwan
- In:
Economic modelling
110
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013348279
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9
Estimating an equilibrium exchange rate for the dollar and other key currencies
Hughes Hallett, Andrew
;
Richter, Christian
- In:
Economic modelling
21
(
2004
)
6
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10002388988
Saved in:
10
Partial current information and signal extraction in a rational expectations macroeconomic model : a computational solution
Lungu, Laurian
;
Matthews, Kent
;
Minford, Patrick
- In:
Economic modelling
25
(
2008
)
2
,
pp. 255-273
Persistent link: https://www.econbiz.de/10003724829
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