Similar Search Results - EconBiz

Exchange rates and long-term bonds

Alexius, Annika; Sellin, Peter - In: The Scandinavian journal of economics 114 (2012) 3, pp. 974-990

Persistent link: https://www.econbiz.de/10009714110

Expectations Hypotheses Tests

Bekaert, Geert - 2000

We investigate the Expectations Hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for the U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. In addition to standard Wald tests, we formulate...

Persistent link: https://www.econbiz.de/10012471161

Uncovered interest-rate parity and risk premium : evidence from EUR/RSD exchange rate

Božović, Miloš - In: Eastern European economics : EEE 59 (2021) 3, pp. 271-294

Persistent link: https://www.econbiz.de/10012515381

Expectations Hypotheses Tests

Bekaert, Geert; Hodrick, Robert J. - 2021

We investigate the Expectations Hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for the U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. In addition to standard Wald tests, we formulate...

Persistent link: https://www.econbiz.de/10013232893

Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model

Ulm, Maren; Hambuckers, Julien - In: Journal of empirical finance 65 (2022), pp. 125-148

Persistent link: https://www.econbiz.de/10013286403

Can country-specific interest rate factors explain the forward premium anomaly?

Argyropoulos, Efthymios; Elias, Nikolaos; Smyrnakis, … - In: Journal of economics and finance : JEF 45 (2021) 2, pp. 252-269

Persistent link: https://www.econbiz.de/10012496681

An empirical analysis of relationships between the forward exchange rates and present and future spot exchange rates : example of CZK/USD and CZK/EUR

Arlt, Josef; Mandel, Martin - In: Finance a úvěr 67 (2017) 3, pp. 199-220

Persistent link: https://www.econbiz.de/10011720711

Modeling the term structure of exchange rate expectations

Bauer, Christian; Horlemann, Sebastian - In: Annals of economics and finance 17 (2016) 2, pp. 303-335

Persistent link: https://www.econbiz.de/10011656907

Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems

Wilfling, Bernd - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013432291

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

A service of the