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Testing three models in international economics : the Purchasing Power Parity model, the Interest Rate Parity model and the monetary model : the case of the Turkish Lira and the US...
Vasilev, Aleksandar; Pavlov, Plamen; Rainov, Stefan; … - 2002
The goal of this empirical project is to test the validity of three economic models - The General Monetary, The Purchasing Power Parity and The Interest Rate Parity models in Turkey - basing on quarterly data for the period 1975 - 1999. The project takes into account the serious economic shocks...
Persistent link: https://www.econbiz.de/10011427574
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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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The failure of uncovered interest parity : is it near-rationality in the foreign exchange market?
Gruen, David W. R.; Menzies, Gordon Douglas - 1991
Persistent link: https://www.econbiz.de/10000819367
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Das Kaufkraft- und Zinsparitätentheorem : reine Theorie oder empirische Evidenz?
Zimmerer, Thomas - 1996
Persistent link: https://www.econbiz.de/10000614657
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An alternative parity formula for agriculture
Fuller, W. (contributor); Purnell, G. (contributor);  … - 1960
Persistent link: https://www.econbiz.de/10000677029
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Haupteinflußfaktoren auf die Währungsparitäten
Jöns, Uwe - 1986
Persistent link: https://www.econbiz.de/10000720517
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Interest rates, exchange rates and world monetary policy
Floyd, John E. - 2010
Persistent link: https://www.econbiz.de/10003888281
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Parity reversion in real exchange rates : a puzzle or a nonissue?
Polak, Jacques J. - In: IMF staff papers 53 (2006) 3, pp. 476-478
Persistent link: https://www.econbiz.de/10003425205
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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio (contributor);  … - 2007
observations per contract period is large relative to the sample size, standard GMM asymptotic theory provides unreliable …
Persistent link: https://www.econbiz.de/10003590052
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Testing uncovered interest rate parity and term structure using multivariate threshold cointegration
Krishnakumar, Jayalakshmi; Neto, David - In: Computational methods in financial engineering : essays …, (pp. 191-210). 2008
Persistent link: https://www.econbiz.de/10003669639