Does the nominal exchange rate regime affect the real interest parity condition?
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- Dreger, Christian, 2010. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 21(3), pages 274-285.
- Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Working Paper / FINESS 1.1c, DIW Berlin, German Institute for Economic Research.
- Christian Dreger, 2008. "Does the Nominal Exchange Rate Regime Affect the Real Interest Parity Condition?," Discussion Papers of DIW Berlin 819, DIW Berlin, German Institute for Economic Research.
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- Jana Riedel, 2020.
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- Riedel, Jana, 2013. "Real interest rate convergence among G7 countries," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79928, Verein für Socialpolitik / German Economic Association.
- Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi, 2012. "Financial Integration between China and Asia Pacific Trading Partners: Parities Evidence from the First- and Second-generation Panel Tests," MPRA Paper 37801, University Library of Munich, Germany.
- Joscha Beckmann & Ansgar Belke & Frauke Dobnik, 2011. "Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis," Ruhr Economic Papers 0252, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Zhenyu Wu & Maoguo Wu, 2018. "The Impact of Financial Liquidity on the Exchange Rate of the Chinese Yuan Renminbi against the United States Dollar under Interest Rate Liberalization ¡ª Evidence from Shibor," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(5), pages 87-95, May.
- Nazlioglu, Saban, 2014. "Trends in international commodity prices: Panel unit root analysis," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 441-451.
- Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong, 2020. "Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- You, Zhongyuan & Goodwin, Barry K. & Guney, Selin, 2023. "A semi-parametric study on dynamic linkages among international real interest rates," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 215-229.
- Sirichand, Kavita & Vivian, Andrew & Wohar, Mark E., 2015.
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- Kavita Sirichand & Andrew Vivian & Mark E.Wohar, 2014. "Examining real interest parity: which component reverts quickest and in which regime?," Discussion Paper Series 2014_05, Department of Economics, Loughborough University, revised Jul 2014.
- Simpson, Marc W. & Grossmann, Axel, 2014. "An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 221-238.
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- Muhammad Omer & Jakob de Haan & Bert Scholtens & Jakob de Haan, 2012. "Testing Uncovered Interest Rate Parity Using LIBOR," CESifo Working Paper Series 3839, CESifo.
- Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja, 2013. "Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 25(C), pages 163-180.
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- Ayşegül Çorakcı & Furkan Emirmahmutoglu & Tolga Omay, 2017. "Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 91-120, February.
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"On real interest rate convergence among G7 countries,"
Empirical Economics, Springer, vol. 59(2), pages 599-626, August.
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More about this item
Keywords
Real interest parity Nominal exchange rate regime Panel unit roots Common factors;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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