Similar Search Results - EconBiz

Testing for UIP : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

This paper re-examines the UIP relation by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as well as central bank announcements, and then a Cointegrated Smooth Transition VAR (CVSTAR) model incorporating nonlinearities...

Persistent link: https://www.econbiz.de/10012508617

Parallel currency markets and the monetary exchange rate model: a VECM application to Turkey over 1987-1998

Warshaw, Evan - In: Eastern European economics 54 (2016) 6, pp. 473-488

Persistent link: https://www.econbiz.de/10011665423

Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - In: Open economies review 33 (2022) 4, pp. 705-749

Persistent link: https://www.econbiz.de/10013455611

Non-stationary interest rate differentials and the role of monetary policy

Matros, Philipp; Weber, Enzo - In: International economic journal 28 (2014) 3, pp. 497-512

Persistent link: https://www.econbiz.de/10010503500

Non-Stationary Interest Rate Differentials and the Role of Monetary Policy

Matros, Philipp - 2011

missing stationarity property of the interest differential. We apply the concept to the case of Turkey and Europe, where we …

Persistent link: https://www.econbiz.de/10013124253

Asymmetric relationship between interest rates and exchange rates : evidence from Turkey

Karamelikli, Huseyin; Karimi, Mohammad Sharif - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1269-1279

Persistent link: https://www.econbiz.de/10012815031

Non-stationary interest rate differentials and the role of monetary policy

Matros, Philipp; Weber, Enzo - 2010

Persistent link: https://www.econbiz.de/10008811228

Non-stationary interest rate differentials and the role of monetary policy

Matros, Philipp; Weber, Enzo - 2011

missing stationarity property of the interest differential. We apply the concept to the case of Turkey and Europe, where we …

Persistent link: https://www.econbiz.de/10009511974

Monetary determinants of deposit Eurozation in European post-transition countries

Tkalec, Marina - In: Panoeconomicus 60 (2013) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10009741967

Opposites attract : the case of Greek and Turkish financial markets

Drakos, Kōnstantinos; Kutan, Ali Mustafa - 2001

We investigate the presence of financial linkages between Turkey and Greece. In particular, we estimate bivariate …

Persistent link: https://www.econbiz.de/10010515685

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