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ECONIS (ZBW)
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RePEc
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EconStor
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ArchiDok
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1
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39,640
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date (oldest first)
1
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
Saved in:
2
Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P.
-
1988
Persistent link: https://www.econbiz.de/10000747918
Saved in:
3
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
Saved in:
4
Das Kaufkraft- und Zinsparitätentheorem : reine
Theorie
oder empirische Evidenz?
Zimmerer, Thomas
-
1996
Persistent link: https://www.econbiz.de/10000614657
Saved in:
5
An alternative parity formula for agriculture
Fuller, W.
(
contributor
);
Purnell, G.
(
contributor
); …
-
1960
Persistent link: https://www.econbiz.de/10000677029
Saved in:
6
Haupteinflußfaktoren auf die Währungsparitäten
Jöns, Uwe
-
1986
Persistent link: https://www.econbiz.de/10000720517
Saved in:
7
Interest rates, exchange rates and world monetary policy
Floyd, John E.
-
2010
Persistent link: https://www.econbiz.de/10003888281
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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