Similar Search Results

The risk premium, interest rate determination, and monetary independence under a fixed, but adjustable, exchange rate

Pasula, Kit P. M. - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 313-331

Persistent link: https://www.econbiz.de/10011698782

Exchange-rate overshooting : an analysis for intermediate macro

Natividad-Carlos, Fidelina Borja - 2014

While exchange rate dynamics is an important topic in open economy macroeconomics, the standard tool commonly used to introduce exchange rate dynamics - the Dornbusch (1976) seminal paper along with phase diagram - is not well-suited for undergraduate students as most of them do not have yet a...

Persistent link: https://www.econbiz.de/10010422230

Five Facts about the UIP Premium

Kalemli-Ozcan, Sebnem; Varela, Liliana - National Bureau of Economic Research - 2021

markets. Fourth, there are no overshooting and predictability reversal puzzles--for any currency--when using exchange rate …

Persistent link: https://www.econbiz.de/10012585407

Exchange rate behavior in the BRICS

Vieira, Flavio Vilela; Gomes da Silva, Cleomar - In: Brazilian journal of political economy 44 (2024) 1, pp. 125-144

Persistent link: https://www.econbiz.de/10014566857

Do term premiums matter? : transmission via exchange rate dynamics

Katagiri, Mitsuru; Takahashi, Koji - 2017

Persistent link: https://www.econbiz.de/10012179277

Risk-adjusted covered interest parity : theory and evidence

Wong, Alfred Y.; Leung, David; Ng, Calvin - 2016

Persistent link: https://www.econbiz.de/10012200964

Foreign exchange rate uncertainty in Korea

Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184

Persistent link: https://www.econbiz.de/10012239677

Asymmetric causality between exchange rate and interest rate differentials : a test of international capital mobility

Jauhari Dahalan; Mohammed, Umar - In: International journal of globalisation and small … 9 (2017) 1, pp. 70-79

Persistent link: https://www.econbiz.de/10011803124

Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models

Ishii, Hokuto - In: International Journal of Financial Studies : open … 6 (2018) 3, pp. 1-15

This paper investigates the predictability of exchange rate changes by extracting the factors from the three-, four-, and five-factor model of the relative Nelson-Siegel class. Our empirical analysis shows that the relative spread factors are important for predicting future exchange rate...

Persistent link: https://www.econbiz.de/10011884108

Heterogeneous expectations and exchange rate dynamics

Chiarella, Carl; He, Xue-zhong; Zheng, Min - In: The European journal of finance 19 (2013) 5/6, pp. 392-419

Persistent link: https://www.econbiz.de/10010243607