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A global model of international yield curves : no-arbitrage term structure approach
Kaminska, Iryna; Meldrum, Andrew; Smith, James - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 352-374
Persistent link: https://www.econbiz.de/10015180006
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A test of uncovered interest rate parity for ten European countries based on bootstrapping and panel data models
Bernhardsen, Tom - In: Interest rate differentials, capital mobility and …, (pp. 67-92). 1998
Persistent link: https://www.econbiz.de/10001396180
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Interest rate differentials, capital mobility and devaluation expectations
Bernhardsen, Tom - 1998
Persistent link: https://www.econbiz.de/10000992297
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A test of uncovered interest rate parity for ten European countries based on bootstrapping and panel data models
Bernhardsen, Tom - 1997
Persistent link: https://www.econbiz.de/10000968566
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The term structure of currency futures' risk premia
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 5-38
Persistent link: https://www.econbiz.de/10012819558
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General equilibrium pricing of currency and currency options
Du, Du - In: Journal of financial economics 110 (2013) 3, pp. 730-751
Persistent link: https://www.econbiz.de/10010255704
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Word power : a new approach for content analysis
Jegadeesh, Narasimhan; Wu, Di - In: Journal of financial economics 110 (2013) 3, pp. 712-729
Persistent link: https://www.econbiz.de/10010255706
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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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Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg
Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296
Persistent link: https://www.econbiz.de/10009718935
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Can time-varying risk premiums explain the excess returns in the interest rate parity condition?
Aysun, Uluc; Lee, Sanglim - In: Emerging markets review 18 (2014), pp. 78-100
Persistent link: https://www.econbiz.de/10010417528