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person:"Packer, Frank"
~type_genre:"Article in journal"
~person:"Holmes, Mark J."
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Search: subject_exact:"Covered interest parity"
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Interest rate parity
13
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Packer, Frank
Holmes, Mark J.
Moosa, Imad A.
13
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11
Chinn, Menzie David
11
Su, Chi-Wei
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9
Bhatti, Razzaque H.
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International review of economics & finance : IREF
2
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2
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Real interest parity : a note on Asian countries using panel stationarity tests
Holmes, Mark J.
;
Otero, Jesús G.
;
Panagiōtidēs, …
- In:
Journal of Asian economics
22
(
2011
)
6
,
pp. 550-557
Persistent link: https://www.econbiz.de/10009581611
Saved in:
2
From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
Saved in:
3
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko
;
Packer, Frank
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Saved in:
4
Real convergence and the EU accession countries : a new perspective on real interest parity
Holmes, Mark J.
;
Wang, Ping
- In:
Journal of emerging market finance
7
(
2008
)
3
,
pp. 215-236
Persistent link: https://www.econbiz.de/10003815256
Saved in:
5
Real convergence and regime-switching among EU accession countries
Holmes, Mark J.
;
Wang, Ping
- In:
South-Eastern Europe journal of economics : SEEJE ; the …
6
(
2008
)
1
,
pp. 9-27
Persistent link: https://www.econbiz.de/10003700288
Saved in:
6
Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationary tests
Holmes, Mark J.
;
Maghrebi, Nabil
- In:
Journal of international money and finance
27
(
2008
)
6
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003758301
Saved in:
7
Are international real interest rate linkages characterized by asymmetric adjustments?
Holmes, Mark J.
;
Maghrebi, Nabil
- In:
Journal of international financial markets, …
16
(
2006
)
4
,
pp. 384-396
Persistent link: https://www.econbiz.de/10003371903
Saved in:
8
Asian real interest rates, nonlinear dynamics, and international parity
Holmes, Mark J.
;
Maghrebi, Nabil
- In:
International review of economics & finance : IREF
13
(
2004
)
4
,
pp. 387-405
Persistent link: https://www.econbiz.de/10002222891
Saved in:
9
Financial integration and the European Union : an assessment of the impact of capital controls, exchange rate turbulence and the introduction of the Euro
Holmes, Mark J.
- In:
European review of economics and finance
2
(
2003
)
3
,
pp. 3-18
Persistent link: https://www.econbiz.de/10002093906
Saved in:
10
Does long-run real interest parity hold among EU countries? : Some new panel data evidence
Holmes, Mark J.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
4
,
pp. 733-746
Persistent link: https://www.econbiz.de/10001714897
Saved in:
11
Some new evidence on exchange rates, capital controls and European Union financial integration
Holmes, Mark J.
- In:
International review of economics & finance : IREF
10
(
2001
)
2
,
pp. 135-146
Persistent link: https://www.econbiz.de/10001583336
Saved in:
12
A new test of international financial integration with application to the European Union
Holmes, Mark J.
;
Pentecost, Eric J.
- In:
Journal of economic integration
14
(
1999
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10001366307
Saved in:
13
Capital controls and covered interest parity in the EU : evidence from a panel-data unit root test
Holmes, Mark J.
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
133
(
1997
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10001218687
Saved in:
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