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The relationship between the Renminbi future spot return and the forward discount rate

Zhao, Yanping; Haan, Jakob de; Scholtens, Bert; Yang, … - In: Journal of international money and finance 32 (2013), pp. 156-168

Persistent link: https://www.econbiz.de/10009732894

Sudden stops and currency crashers

Zhao, Yanping; Haan, Jakob de; Scholtens, Bert; Yang, … - In: Review of international economics 22 (2014) 4, pp. 660-685

Persistent link: https://www.econbiz.de/10011297152

Are international fund flows pro- or counter-cyclical?

Li, Suxiao; Haan, Jakob de; Scholtens, Bert; Yang, Haizhen - In: Applied economics letters 22 (2015) 4/6, pp. 378-384

Persistent link: https://www.econbiz.de/10010506725

How important are foreign banks in the financial development of European transition countries?

Naaborg, Ilko; Scholtens, Bert; Haan, Jakob de; Bol, Hanneke - In: Journal of emerging market finance 3 (2004) 2, pp. 99-123

Persistent link: https://www.econbiz.de/10002191059

Testing Uncovered Interest Rate Parity Using LIBOR

Omer, Muhammad - 2013

We test Uncovered Interest Parity (UIP) using LIBOR interest rates for a wide range of maturities. In contrast to other markets, LIBOR markets have minimal frictions which could lead to rejecting UIP. Using panel unit root test suggested by Palm, Smeekes, and Urbain (2010) and cointegration...

Persistent link: https://www.econbiz.de/10013090772