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~isPartOf:"Economic modelling"
~subject:"Estimation"
~subject:"Risikoprämie"
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Search: subject_exact:"Ungedeckte Zinsparität"
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Estimation
Risikoprämie
Interest rate parity
21
Zinsparität
21
Schätzung
9
Exchange rate
8
Theorie
8
Theory
8
Wechselkurs
8
Einheitswurzeltest
6
Real interest rate
6
Real interest rate parity
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Realzins
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6
Cointegration
4
Kointegration
4
Currency derivative
3
Panel
3
Panel study
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Structural break
3
Strukturbruch
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Time series analysis
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Uncovered interest parity
3
Volatility
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Volatilität
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Welt
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World
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Währungsderivat
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Yield curve
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Zeitreihenanalyse
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Dynamic conditional correlation
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Germany
2
Großbritannien
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Interest rate
2
International financial market
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Internationaler Finanzmarkt
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Kaufkraftparität
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Baharumshah, Ahmad Zubaidi
1
Bhatti, Razzaque H.
1
Chang, Hsu-Ling
1
Chang, Ming-Jen
1
Dimitriou, Dimitrios
1
Güney, Pelin Öge
1
Hambuckers, J.
1
Hamzah, Nor Aishah
1
Hasanov, Mübariz
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Jei, Sang Young
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Jiang, Chun
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Kenourgios, Dimitris
1
Kumar, Vikram
1
Li, Xiao-Lin
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Min, Dai Hong
1
Sensoy, Ahmet
1
Simos, Theodore
1
Sobaci, Cihat
1
Soon, Siew-voon
1
Su, Che-Yi
1
Su, Chi-Wei
1
Ulm, M.
1
Yoon, Jong Cheol
1
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Economic modelling
Journal of international money and finance
33
NBER working paper series
20
NBER Working Paper
15
Working paper / National Bureau of Economic Research, Inc.
14
International review of economics & finance : IREF
13
Discussion papers / CEPR
11
Journal of international financial markets, institutions & money
9
International journal of finance & economics : IJFE
8
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8
CESifo working papers
7
Discussion paper / Centre for Economic Policy Research
7
Applied economics letters
6
HWWA discussion paper
6
International finance discussion papers
6
Journal of international economics
6
Open economies review
6
Review of international economics
6
Applied economics
5
Applied financial economics
5
Journal of empirical finance
5
Journal of financial economics
5
SNB working papers
5
The American economic review
5
Discussion paper / Deutsche Bundesbank
4
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
4
European economic review : EER
4
International economic journal
4
International review of financial analysis
4
Journal of banking & finance
4
Research in international business and finance
4
Staff working papers / Bank of England
4
The European journal of finance
4
Annals of finance
3
Applied economics quarterly
3
Bank i kredyt
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CAMA working paper series
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East Asian economic review
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Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
10
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1
On the role of interest rate differentials in the dynamic asymmetry of exchange rates
Hambuckers, J.
;
Ulm, M.
- In:
Economic modelling
129
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014472153
Saved in:
2
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
3
Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram
- In:
Economic modelling
91
(
2020
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
Saved in:
4
Financial crises, exchange rate linkages and uncovered interest parity : evidence from G7 markets
Dimitriou, Dimitrios
;
Kenourgios, Dimitris
;
Simos, Theodore
- In:
Economic modelling
66
(
2017
),
pp. 112-120
Persistent link: https://www.econbiz.de/10011813672
Saved in:
5
Does real interest rate parity really hold? : new evidence from G7 countries
Chang, Ming-Jen
;
Su, Che-Yi
- In:
Economic modelling
47
(
2015
),
pp. 299-306
Persistent link: https://www.econbiz.de/10011439130
Saved in:
6
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market : the case of Turkey
Sensoy, Ahmet
;
Sobaci, Cihat
- In:
Economic modelling
43
(
2014
),
pp. 448-457
Persistent link: https://www.econbiz.de/10010503016
Saved in:
7
The existence of uncovered interest parity in the CIS countries
Bhatti, Razzaque H.
- In:
Economic modelling
40
(
2014
),
pp. 227-241
Persistent link: https://www.econbiz.de/10010425682
Saved in:
8
Real interest rate parity hypothesis in post-Soviet countries : evidence from unit root tests
Güney, Pelin Öge
;
Hasanov, Mübariz
- In:
Economic modelling
36
(
2014
),
pp. 120-129
Persistent link: https://www.econbiz.de/10010412434
Saved in:
9
Parity reversion in real interest rate in the Asian countries : further evidence based on local-persistent model
Baharumshah, Ahmad Zubaidi
;
Soon, Siew-voon
;
Hamzah, …
- In:
Economic modelling
35
(
2013
),
pp. 634-642
Persistent link: https://www.econbiz.de/10010336732
Saved in:
10
Uncovered interest parity and risk premium convergence in Central and Eastern European countries
Jiang, Chun
;
Li, Xiao-Lin
;
Chang, Hsu-Ling
;
Su, Chi-Wei
- In:
Economic modelling
33
(
2013
),
pp. 204-208
Persistent link: https://www.econbiz.de/10010191990
Saved in:
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