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Euro-currency real interest rate equalisation and the integration of international financial markets

Paul, M. Thomas - In: Journal of foreign exchange and international finance : … 10 (1996) 1, pp. 37-44

Persistent link: https://www.econbiz.de/10001400547

A dynamic analysis of exchange market volatility

Sengupta, Jati K. - In: Journal of foreign exchange and international finance : … 10 (1997) 4, pp. 259-273

Persistent link: https://www.econbiz.de/10001400565

Fundamentals and fads in exchange market volatility

Sengupta, Jati K. - In: Journal of foreign exchange and international finance : … 11 (1997) 2, pp. 129-140

Persistent link: https://www.econbiz.de/10001400870

January barometer in international equity markets

Adrangi, Bahram; Shank, Todd M.; Adams, Brian - In: Journal of foreign exchange and international finance : … 12 (1998) 2, pp. 121-134

Persistent link: https://www.econbiz.de/10001400923

International linkages in bank lending and borrowing markets : evidence from six industrialized countries

Chatrath, Arjun - In: Applied financial economics 7 (1997) 4, pp. 403-411

Persistent link: https://www.econbiz.de/10001226977

Domestic and external factors in interest rate determination

Caporale, Guglielmo Maria - In: Applied financial economics 7 (1997) 5, pp. 465-471

Persistent link: https://www.econbiz.de/10001229845

Using a VECM to test exogeneity and forecastability in the PPP condition

Norrbin, Stefan C. - In: Applied financial economics 7 (1997) 1, pp. 87-95

Persistent link: https://www.econbiz.de/10001219233

Behaviour of real and nominal exchange rates

Paul, M. Thomas - In: Journal of foreign exchange and international finance : … 5 (1991) 2, pp. 146-152

Persistent link: https://www.econbiz.de/10001129336

Monetary policy rules and regime shifts

Valente, Giorgio - In: Applied financial economics 13 (2003) 7, pp. 525-535

Persistent link: https://www.econbiz.de/10001770781

Structural breaks in the real exchange rate adjustment mechanism

Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

Persistent link: https://www.econbiz.de/10003825837