Similar Search Results

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

Testing for real interest rate convergence in European counrries

Fountas, Stilianos; Wu, Jyh-lin - In: Scottish journal of political economy : the journal of … 46 (1999) 2, pp. 158-174

Persistent link: https://www.econbiz.de/10001394320

Purchasing power parity and the Irish experience : unit roots and cointegration tests for two industrial countries

Fountas, Stilianos - In: Kredit und Kapital 28 (1995) 2, pp. 201-215

Persistent link: https://www.econbiz.de/10001182681

A re-examination of the exchange rate-interest differential relationship : evidence from Germany and Japan

Wu, Jyh-lin - In: Journal of international money and finance 18 (1999) 2, pp. 319-336

Persistent link: https://www.econbiz.de/10001381611

Models of the real exchange rate

Wu, Jyh-lin - 1990

Persistent link: https://www.econbiz.de/10000826912

A revisit on dissecting the PPP puzzle : evidence from a nonlinear approach

Wu, Jyh-lin; Chen, Pei-fen - In: Economic modelling 25 (2008) 4, pp. 684-695

Persistent link: https://www.econbiz.de/10003791250

Can nominal exchange rates be differenced to stationarity?

Wu, Jyh-lin - In: Economics letters 55 (1997) 3, pp. 397-402

Persistent link: https://www.econbiz.de/10001227219

A Revisit to the Dependence Structure between Stock and Foreign Exchange Markets : A Dependence-Switching Copula Approach

Wang, Yi-Chiuan - 2012

This paper develops a dependence-switching copula model to examine dependence and tail dependence for four different market statuses, namely, rising-stocks/appreciating-currency, falling-stocks/depreciating-currency, rising-stocks/depreciating-currency, and falling-stocks/appreciating-currency....

Persistent link: https://www.econbiz.de/10013107722

Liquidity premiums, interest rate differentials, and nominal exchange rate prediction

Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158

Persistent link: https://www.econbiz.de/10014443191

The relationship between economic growth and real uncertainty in the G3

Fountas, Stilianos; Karanasos, Menelaos - In: Economic modelling 23 (2006) 4, pp. 638-647

Persistent link: https://www.econbiz.de/10003353913