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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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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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Are international fund flows related to exchange rate dynamics?
Li, Suxiao; Haan, Jakob de; Scholtens, Bert - In: Open economies review 29 (2018) 1, pp. 31-48
Persistent link: https://www.econbiz.de/10012039063
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Capital flows, economic growth and the real effective exchange rate : evidence from China
Tian, Xin; Haan, Jakob de; Zhao, Yanping - In: Economic and political studies : EPS 11 (2023) 1, pp. 123-147
Persistent link: https://www.econbiz.de/10014251305
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"Competition, growth, and performance in the banking industry"
Scholtens, Bert - 2000
Persistent link: https://www.econbiz.de/10001466887
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Bond yield spreads and country risk: a lasting relationship?
Scholtens, Bert - In: Kredit und Kapital 35 (2002) 2, pp. 193-215
Persistent link: https://www.econbiz.de/10001685254
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Sovereign bond yield spreads and sustainability : an empirical analysis of OECD countries
Capelle-Blancard, Gunther; Crifo, Patricia; Diaye, … - In: Journal of banking & finance 98 (2019), pp. 157-169
Persistent link: https://www.econbiz.de/10012162253
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The term structure of German interest rates
Bakker, Bas B.; Haan, Jakob de - 1992
Persistent link: https://www.econbiz.de/10000835615