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Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp; Weber, Enzo - 2011
The present work deals with a frequently detected failure of the uncovered interest rate parity (UIP) - the absence of bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential via central bank reactions to exchange rate...
Persistent link: https://www.econbiz.de/10010281908
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Effects of additional monetary tightening on exchange rates
Ermisoglu, Ergun; Akcelik, Yasin; Oduncu, Arif; Taskin, … - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 71-79
Persistent link: https://www.econbiz.de/10010512218
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Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp; Weber, Enzo - In: International economic journal 28 (2014) 3, pp. 497-512
Persistent link: https://www.econbiz.de/10010503500
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Reserve options mechanism : a new macroprudential tool to limit the adverse effects of capital flow volatility on exchange rates
Oduncu, Arif; Akçelik, Yasin; Ermişoǧlu, Ergun - In: Central Bank review / The Central Bank of the Republic … 13 (2013) 3, pp. 45-60
Persistent link: https://www.econbiz.de/10010340422
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Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp; Weber, Enzo - 2011
The present work deals with a frequently detected failure of the uncovered interest rate parity (UIP) - the absence of bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential via central bank reactions to exchange rate...
Persistent link: https://www.econbiz.de/10009511974
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Central banking in making during the post-crisis world and the policy-mix of the Central Bank of the Republic of Turkey
Akçelik, Yasin; Aysan, Ahmet Faruk; Oduncu, Arif - In: Journal of central banking theory and practice 2 (2013) 2, pp. 5-18
Persistent link: https://www.econbiz.de/10009772587
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Non-stationary interest rate differentials and the role of monetary policy
Matros, Philipp; Weber, Enzo - 2010
Persistent link: https://www.econbiz.de/10008811228
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Reserve options mechanism and FX volatility
Oduncu, Arif; Akçelik, Yasin; Ermişoğlu, Ergun - 2013
Persistent link: https://www.econbiz.de/10009734083
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Central banking in making during the post-crisis world and the policy-mix of the Central Bank of the Republic of Turkey
Akçelik, Yasin; Aysan, Ahmet Faruk; Oduncu, Arif - In: Journal of central banking theory and practice 2 (2013) 1, pp. 5-18
Persistent link: https://www.econbiz.de/10010160972
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Non-Stationary Interest Rate Differentials and the Role of Monetary Policy
Matros, Philipp - 2011
The present work deals with a frequently detected failure of the uncovered interest rate parity (UIP) - the absence of bivariate cointegration between domestic and foreign interest rates. We explain non-stationarity of the interest differential via central bank reactions to exchange rate...
Persistent link: https://www.econbiz.de/10013124253