Search Results - subject:"Interest Rate Differentials"

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An empirical analysis of the impact of global risk sentiment, gold prices, and interest rate differentials on exchange rate dynamics in South Africa

Lefatsa, Palesa Milliscent; Msomi, Simiso; Muguto, … - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-21

capital outflows to safe-haven assets. Conversely, rising gold prices and favourable interest rate differentials stabilise the … rate differentials, yet prior studies often analyse these factors in isolation. This study integrates them within an … capital flows. South Africa's Rand is particularly vulnerable to global risk sentiment, gold price fluctuations, and interest …

Persistent link: https://www.econbiz.de/10015457434

When foreign rates matter more : domestic investor responses in a small open economy

Hodula, Martin; Malovaná, Simona - 2025

Persistent link: https://www.econbiz.de/10015561204

Monetary policy independence during reversal phases of domestic-foreign interest rate differentials

Kim, Kyunghun - In: East Asian economic review 28 (2024) 2, pp. 221-244

Persistent link: https://www.econbiz.de/10015184795

Monetary Policy Independence during Reversal Phases of Domestic-Foreign Interest Rate Differentials

Kim, Kyunghun - In: East Asian Economic Review (EAER) 28 (2024) 2, pp. 221-244

This study examines how the independence of monetary policy changes in situations where the interest rate differential between domestic and foreign rates inverts, utilizing the trilemma indices. For analysis, this paper uses the trilemma indices developed by Kim et al. (2017) to analyze the...

Persistent link: https://www.econbiz.de/10015397888

Modelling time-varying heterogeneity in panel data as regime-switching

Beccarini, Andrea; Kempa, Bernd - In: Annals of economics and statistics 151 (2023), pp. 81-120

Persistent link: https://www.econbiz.de/10015403390

Liquidity premiums, interest rate differentials, and nominal exchange rate prediction

Wang, Yi-Chiuan; Wu, Jyh-lin - In: Journal of forecasting 43 (2024) 1, pp. 138-158

Persistent link: https://www.econbiz.de/10014443191

Applications of FX derivatives to portfolio management

Elkamhi, Redouane; Fabozzi, Frank J.; Lee, Jacky S. H.; … - In: Journal of asset management : a major new, … 25 (2024) 6, pp. 600-616

Persistent link: https://www.econbiz.de/10015192369

Determinanty forwardového kurzu a role rizikových prémií : příklad měnových párů CZK/EUR a CZK/USD)

Arlt, Josef; Mandel, Martin - In: Politická ekonomie : teorie, modelování, aplikace 67 (2019) 5, pp. 476-489

Persistent link: https://www.econbiz.de/10012269288

Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate

Long, Shaobo; Zhang, Rui; Hao, Jing - In: Journal of international financial markets, … 78 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013357325

Covered interest parity deviations : macrofinancial determinants

Cerutti, Eugenio M.; Obstfeld, Maurice; Zhou, Haonan - 2019

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely-even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential...

Persistent link: https://www.econbiz.de/10012001567