Showing 1 - 10 of 173
This paper analyzes deviations from uncovered interest rate parity which are interpreted as indicator of the substitutability of currencies. Backward recursive statistical tests and error correction models are applied to study the co-movement of interest rates, and rolling regressions are used...
Persistent link: https://www.econbiz.de/10010296475
Persistent link: https://www.econbiz.de/10003381400
Persistent link: https://www.econbiz.de/10009259713
Persistent link: https://www.econbiz.de/10008772364
Persistent link: https://www.econbiz.de/10002128882
Persistent link: https://www.econbiz.de/10002441407
Persistent link: https://www.econbiz.de/10001592328
Persistent link: https://www.econbiz.de/10001663628
Persistent link: https://www.econbiz.de/10001642877
Persistent link: https://www.econbiz.de/10001866446