Similar Search Results

Continuous-time model of uncovered interest parity with regulated jump-diffusion interest differential

Moh, Young-kyu - In: Applied economics 38 (2006) 21, pp. 2523-2533

Persistent link: https://www.econbiz.de/10003398815

Official interventions and occasional violations of uncovered interest parity in the dollar-DM market

Mark, Nelson C.; Moh, Young-kyu - 2003

Persistent link: https://www.econbiz.de/10001793376

Nonlinear dynamics in exchange rate deviations from the monetary fundamentals : an empirical study

Kim, Bonghan; Min, Hong-ghi; Moh, Young-kyu - In: Economic modelling 27 (2010) 5, pp. 1167-1177

Persistent link: https://www.econbiz.de/10008824894

Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention

Moh, Young-kyu - 2003

Persistent link: https://www.econbiz.de/10003623834

Official interventions and the forward premium anomaly

Mark, Nelsen C.; Moh, Young-kyu - In: Journal of empirical finance 14 (2007) 4, pp. 499-522

Persistent link: https://www.econbiz.de/10003609925

Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market

Mark, Nelson - 2003

This paper presents a model of exchange rate determination in which the forward premium anomaly emerges as the result of unanticipated central bank interventions in the foreign exchange market. Deviations from uncovered interest parity (UIP) therefore represent neither unexploited profit...

Persistent link: https://www.econbiz.de/10012468749