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Exchange rate fluctuations in Croatia : test of uncovered interest rate parity and the open economy model

Hsing, Yu - In: Applied economics letters 14 (2007) 10/12, pp. 785-788

Persistent link: https://www.econbiz.de/10003588877

Les taux d'intérêt aident-ils à prévoir les taux de change?

Hissler, Sebastien - In: Economie & prévision : EP 178/179 (2007) 2/3, pp. 159-165

Persistent link: https://www.econbiz.de/10003607471

Interest parity, the degree of capital mobility and the information contents of the exchange rate and the interest rate: clarifications

Blackburn, K. - 1984

Persistent link: https://www.econbiz.de/10003494880

Analysis of exchange rate fluctuations in Estonia : test of the interest parity condition and the open economy model

Hsing, Yu - In: Applied financial economics letters 3 (2007) 1, pp. 51-54

Persistent link: https://www.econbiz.de/10003540150

Uncovered interest parity and the efficiency of the foreign exchange market : a re-examination of the evidence

Olmo, Jose; Pilbeam, Keith - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 189-204

Persistent link: https://www.econbiz.de/10009159745

Non-stationary interest rate differentials and the role of monetary policy

Matros, Philipp; Weber, Enzo - 2011

The present work deals with a frequently detected failure of the uncovered interest rate parity (UIP) - the absence of bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential via central bank reactions to exchange rate...