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Search: subject_exact:"Interest parity"
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Interest rate parity
27
Zinsparität
27
Theorie
14
Theory
14
Exchange rate
9
Wechselkurs
9
Currency derivative
7
Währungsderivat
7
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Uncovered interest parity
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Uncovered interest rate parity
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ECONIS (ZBW)
27
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1
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
2
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
3
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
4
Measuring financial barriers among East African community countries
Wang, Yi David
-
2010
Persistent link: https://www.econbiz.de/10009406018
Saved in:
5
On financial risk and the safe haven characteristics of Swiss franc exchange rates
Grisse, Christian
;
Nitschka, Thomas
- In:
Journal of empirical finance
32
(
2015
),
pp. 153-164
Persistent link: https://www.econbiz.de/10011556812
Saved in:
6
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
7
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
8
Monetary policy in an equilibrium portfolio balance model
Kumhof, Michael
;
Nieuwerburgh, Stijn van
-
2007
Persistent link: https://www.econbiz.de/10003455041
Saved in:
9
Nonlinearity in deviations from uncovered interest parity : an explanation of the foreward bias puzzle
Sarno, Lucio
;
Valente, Giorgio
;
Leon, Hyginus
-
2006
Persistent link: https://www.econbiz.de/10003348270
Saved in:
10
Testing real interest parity in emerging markets
Singh, Manmohan
;
Banerjee, Abhisek
-
2006
Persistent link: https://www.econbiz.de/10003407449
Saved in:
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