Similar Search Results

The impact of financial liquidity on the exchange rate of the Chinese Yuan Renminbi against the United States Dollar under interest rate liberalization : evidence from Shibor

Wu, Zhenyu; Wu, Maoguo - In: International journal of economics and finance 10 (2018) 5, pp. 87-95

Persistent link: https://www.econbiz.de/10011861066

Uncovering yield parity : a new insight into the UIP puzzle through the stationarity of long maturity forward rates

Darvas, Zsolt M.; Rappai, Gábor; Schepp, Zoltán - 2006

Persistent link: https://www.econbiz.de/10003322458

US-Swiss term structures and exchange rate dynamics

Inci, Ahmet Can - In: Global finance journal 18 (2007) 2, pp. 270-288

Persistent link: https://www.econbiz.de/10003704516

Common factors and local factors : implications for term structures and exchange rates

Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102

Persistent link: https://www.econbiz.de/10001988559

Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies

Allen, David E.; McAleer, Michael; Shelton, Peiris; … - 2015

Persistent link: https://www.econbiz.de/10011432736

Nonlinear time series and neural-network models of exchange rates between the US Dollar and major currencies

Allen, David E.; McAleer, Michael; Peiris, Shelton; … - 2015

This paper features an analysis of major currency exchange rate movements in relation to the US dollar, as constituted in US dollar terms. Euro, British pound, Chinese yuan, and Japanese yen are modelled using a variety of non-linear models, including smooth transition regression models,...

Persistent link: https://www.econbiz.de/10011378229