Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Year of publication: |
2022
|
---|---|
Authors: | Anderl, Christina ; Caporale, Guglielmo Maria |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 33.2022, 4, p. 705-749
|
Subject: | Asymmetric adjustment | CVAR (Cointegrated VAR) | Exchange rate | Interest rate announcements | Interest rate expectations | Nonlinearities | STCVAR (Smooth Transition Cointegrated VAR) | UIP | Zins | Interest rate | Wechselkurs | Kointegration | Cointegration | VAR-Modell | VAR model | Ankündigungseffekt | Announcement effect | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Geldmenge | Money supply | Großbritannien | United Kingdom | Rationale Erwartung | Rational expectations | Erwartungsbildung | Expectation formation | Zinsparität | Interest rate parity |
-
Testing for UIP : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina, (2021)
-
The effect of macroeconomic variables on exchange rate : evidence from Ghana
Antwi, Samuel, (2020)
-
Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim, (2024)
- More ...
-
Volatility Spillovers and Contagion From Mature to Emerging Stock Markets
Caporale, Guglielmo Maria, (2008)
-
Anderl, Christina, (2021)
-
Shadow Rates as a Measure of the Monetary Policy Stance : Some International Evidence
Anderl, Christina, (2022)
- More ...