Narrow search
Showing 1 - 10 of 12,466
Cover Image
A filtered currency carry trade
Choi, Jin-ho; Suh, Sangwon - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013186490
Cover Image
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Cover Image
Imperfect knowledge, asset price swings and structural slumps : a cointegrated VAR analysis of their interdependence
Jusélius, Katarina - 2010
Persistent link: https://www.econbiz.de/10008688531
Cover Image
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - 1997
Persistent link: https://www.econbiz.de/10000629002
Cover Image
Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003310568
Cover Image
Nonlinearity in deviations from uncovered interest parity : an explanation of the foreward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus - 2006
Persistent link: https://www.econbiz.de/10003348270
Cover Image
Nonlinearity in deviations from uncovered interest parity : an explanation of the forward bias puzzle
Sarno, Lucio; Valente, Giorgio; Leon, Hyginus L. - In: Review of finance : journal of the European Finance … 10 (2006) 3, pp. 443-482
Persistent link: https://www.econbiz.de/10003408032
Cover Image
Real interest rate convergence among G7 countries : conference paper
Riedel, Jana - 2013
We analyze real interest rate convergence among six industrialized countries in between 1975M1-2011M3 within a multi-country framework by means of a dynamic latent factor model. The real interest rates are decomposed into permanent and transitory factors, and country-specific components....
Persistent link: https://www.econbiz.de/10010339303
Cover Image
Common trends and common cycles among interest rates on the G7-countries
Lindenberg, Nannette; Westermann, Frank - In: Journal of macroeconomics 34 (2012) 4, pp. 1125-1140
Persistent link: https://www.econbiz.de/10009703299
Cover Image
Real interest rate parity with Flexible Fourier stationary test for Central and Eastern European countries
Su, Chi-Wei; Chang, Hsu-Ling; Liu, Lin - In: Economic modelling 29 (2012) 6, pp. 2719-2723
Persistent link: https://www.econbiz.de/10009673618