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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
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
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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
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Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang; Siu, Tak Kuen - In: Economic modelling 30 (2013), pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
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Calibration of implied volatility for the exchange rate for the Chinese Yuan from its derivatives
Liang, Jin; Gao, Y. - In: Economic modelling 29 (2012) 4, pp. 1278-1285
Persistent link: https://www.econbiz.de/10009667379
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Dynamic applied general equilibrium trade policy analysis in the presence of foreign asset cross-ownership
Willenbockel, Dirk - In: Economic modelling 16 (1999) 3, pp. 371-388
Persistent link: https://www.econbiz.de/10001426444
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Fiscal policy and public capital in interdependent economies
Tuijl, Martin A. van - In: Economic modelling 14 (1997) 2, pp. 279-300
Persistent link: https://www.econbiz.de/10001223833
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Environmental policies and stagnation in a two-country economy
Ikefuji, Masako; Ono, Yoshiyasu - In: Economic modelling 141 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10015191730
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Structural heterogeneity or asymmetric shocks? : Poland and the euro area through the lens of a two-country DSGE model
Kolasa, Marcin - In: Economic modelling 26 (2009) 6, pp. 1245-1269
Persistent link: https://www.econbiz.de/10003923536
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External balance, dynamic efficiency, and the welfare effects of unilateral and multilateral permit policies in interdependent economies
Friedl, Birgit; Farmer, Karl - In: Economic modelling 27 (2010) 5, pp. 980-990
Persistent link: https://www.econbiz.de/10008824933