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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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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2012
markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm …, when market-specific heterogeneity is controlled for. Furthermore, the estimation results show that the speed of adjustment … to the long-run equilibrium is proportional to the maturity of the underlying instrument. -- UIP ; LIBOR ; panel …
Persistent link: https://www.econbiz.de/10009570031
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Capital flows, EU integration and the global financial crisis : an empirical analysis
Kaya, Ahmet Ihsan; Haan, Jakob de - In: Journal of applied economics 25 (2022) 1, pp. 1025-1049
We investigate the impact of European Union (EU) integration on capital flows to prospective new EU member states. Using annual data between 1992 and 2020, our results suggest that although EU integration increased net capital flows before the Global Financial Crisis (GFC), it was not able to...
Persistent link: https://www.econbiz.de/10014247570
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The impact of interaction effects among neighbouring countries on financial liberalization and reform: a dynamic spatial panel data approach
Elhorst, J. Paul; Zandberg, Eelco; Haan, Jakob de - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 293-313
Persistent link: https://www.econbiz.de/10010202730
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Does household borrowing reduce the trade balance? : evidence from developing and developed countries
Xu, Can; Jacobs, Jan; Haan, Jakob de - In: Open economies review 34 (2023) 4, pp. 759-787
Persistent link: https://www.econbiz.de/10014383568
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Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate
Jansen, David-Jan; Haan, Jakob de - 2003
This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We find that the Bundesbank has dominated the news...
Persistent link: https://www.econbiz.de/10011507830
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Is there really a European business cycle?
Inklaar, Robert; Haan, Jakob de - 2000
In this paper we argue that in contrast to the conclusion of Artis and Zhang, there is not much evidence in support of the view that increased exchange rate stability is related to more synchronised business cycles in Europe. This finding may have important consequences, as existing differences...
Persistent link: https://www.econbiz.de/10009781543
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Convergence of monetary transmission in EMU new evidence
Toolsema-Veldman, Linda Adriana; Sturm, Jan-Egbert; … - 2001
This paper examines how the pass-through of monetary policy measures in 6 EMU countries has evolved over time and whether there is convergence in monetary transmission. The countries included are: Belgium, France, Germany, Italy, the Netherlands and Spain, and the sample period is 1980-2000. We...
Persistent link: https://www.econbiz.de/10011398432
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Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate
Jansen, David-Jan; Haan, Jakob de - 2003
This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We find that the Bundesbank has dominated the news...
Persistent link: https://www.econbiz.de/10001753630
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Is there really a European business cycle? : a comment
Inklaar, Robert; Haan, Jakob de - In: Oxford economic papers 53 (2001) 2, pp. 215-220
Persistent link: https://www.econbiz.de/10001569757