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Continuous-time model of uncovered interest parity with regulated jump-diffusion interest differential
Moh, Young-kyu - In: Applied economics 38 (2006) 21, pp. 2523-2533
Persistent link: https://www.econbiz.de/10003398815
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Two essays on general equilibrium foundation of finance
Siwik, Thomas - 2002
Persistent link: https://www.econbiz.de/10001686174
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Das Zinsparitätentheorem : reine Theorie oder empirische Evidenz?
Zimmerer, Thomas - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 26 (1997) 2, pp. 80-84
Persistent link: https://www.econbiz.de/10001212892
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Does speculation play any role in determining the forward exchange rate?
Moosa, Imad A. - In: Applied financial economics 7 (1997) 6, pp. 611-617
Persistent link: https://www.econbiz.de/10001240814
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Tests for interest rate convergence and structural breaks in the EMS
Fountas, Stilianos - In: Applied financial economics 8 (1998) 2, pp. 127-132
Persistent link: https://www.econbiz.de/10001244123
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Testing for PPP and UIP in FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria; Kalyvitēs, Sarantēs; … - 1995
Persistent link: https://www.econbiz.de/10000919425
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Monetäre Modelle der Wechselkurserklärung
Dreger, Christian - 1996
Persistent link: https://www.econbiz.de/10000923735
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Testing for PPP and UIP in a FIML framework : some evidence for Germany and Japan
Caporale, Guglielmo Maria - 1995
Persistent link: https://www.econbiz.de/10000931796
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Uncovered interest rate parity and time varying risk premia
Christensen, Michael - 1996
Persistent link: https://www.econbiz.de/10000945057