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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; de Haan, Jakob; Scholtens, Bert - 2012
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10010283612
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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2012
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10009570031
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An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied economics 47 (2015) 43/45, pp. 4754-4776
Persistent link: https://www.econbiz.de/10011380769
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Impact of interbank liquidity on monetary transmission mechanism : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2014
Persistent link: https://www.econbiz.de/10010370111
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An empirical analysis of excess interbank liquidity : a case study of Pakistan
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2014
Persistent link: https://www.econbiz.de/10010370113
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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 - 2013
We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...
Persistent link: https://www.econbiz.de/10013090772
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Does uncovered interest rate parity hold after all?
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - 2013
Persistent link: https://www.econbiz.de/10009781991
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Does uncovered interest rate parity hold after all?
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: The Lahore journal of economics 24 (2019) 2, pp. 49-72
Persistent link: https://www.econbiz.de/10012384068
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Testing uncovered interest rate parity using LIBOR
Omer, Muhammad; Haan, Jakob de; Scholtens, Bert - In: Applied Economics 46 (2014) 30, pp. 3708-3723
We test uncovered interest rate parity (UIP) using London InterBank Offered Rate (LIBOR) interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions. Whereas most previous studies reject UIP, we find that UIP holds for several short-term...
Persistent link: https://www.econbiz.de/10010971223