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Parity and strong parity edge-colorings of graphs

Hsu, Hsiang-chun; Chang, Gerard J. - In: Journal of combinatorial optimization 24 (2012) 4, pp. 427-436

Persistent link: https://www.econbiz.de/10009664562

Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives

Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285

Persistent link: https://www.econbiz.de/10009667379

Exchange rate and foreign interest rate linkages for Sub-Saharan Africa floaters

Thomas, Alun - 2012

for the interest rate parity theory because domestic interest rates have no bearing on exchange rate mo …

Persistent link: https://www.econbiz.de/10009621648

Boosting carry in a negative rate world

Wadhwa, Pavan; Panageas, Kedran - In: The journal of trading 8 (2013) 1, pp. 9-14

Persistent link: https://www.econbiz.de/10009706841

Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches

Koning, Camiel de; Straetmans, Stefan - 1997

We investigate the potential presence of time variation in the coefficients of the ''Fama regression'' for Uncovered InterestRate Parity. We implement coefficient constancy tests, rolling regression techniques, and stochastic coefficient modelsbased on state space modelling. Among six major US...

Persistent link: https://www.econbiz.de/10010232864

Interest rate parity and the Indian rupee : does parity hold in the long run?

Pandey, Ritesh - In: Journal of world economic review 8 (2013) 2, pp. 187-203

Persistent link: https://www.econbiz.de/10010193887

Performance of CHEERs based equilibrium exchange rate of Pakistan

Bhatti, Muhammad Awais; Arshed, Noman; Haseeb, Muhammad - In: Inventi impact: international trade (2014) 1, pp. 4-30

Persistent link: https://www.econbiz.de/10010344920

Taper talk impact on the Rupee : preconditions for the success of an interest rate defence of exchange rate

Pattanaik, Sittikantha; Kavediya, Rajesh - In: Praj̄nȧn : journal of social and management sciences 44 (2015) 3, pp. 251-277

Persistent link: https://www.econbiz.de/10011444637

Exchange rate volatility and uncovered interest rate parity in the European emerging economies

Živkov, Dejan; Njegić, Jovan; Momčilović, Mirela; … - In: Prague economic papers : a bimonthly journal of … 25 (2016) 3, pp. 253-270

Persistent link: https://www.econbiz.de/10011535459

Revisiting covered interest parity in the European Union : the DCCA approach

Ferreira, Paulo; Dionisio, Andreia - In: International economic journal 29 (2015) 4, pp. 597-615

Persistent link: https://www.econbiz.de/10011548766