Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test
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DOI: 10.1007/BF02707677
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Citations
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Cited by:
- Straetmans, Stefan T.M. & Versteeg, Roald J. & Wolff, Christian C.P., 2013.
"Are capital controls in the foreign exchange market effective?,"
Journal of International Money and Finance, Elsevier, vol. 35(C), pages 36-53.
- Wolff, Christian & Straetmans, Stefan & Versteeg, Roald, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," CEPR Discussion Papers 6727, C.E.P.R. Discussion Papers.
- Christian Wolff & Stefan T.M. Straetmans & Roald J. Versteeg, 2008. "Are Capital Controls in the Foreign Exchange Market Effective?," LSF Research Working Paper Series 08-12, Luxembourg School of Finance, University of Luxembourg.
- Ferreira, Paulo & Kristoufek, Ladislav, 2017. "What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 554-566.
- Herrmann, Sabine & Jochem, Axel, 2003. "Die internationale Integration der Geldmärkte in den mittel- und osteuropäischen Beitrittsländern: Abweichungen von der gedeckten Zinsparität, Kapitalverkehrskontrollen und Ineffizienzen des Finanzsek," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank.
- Jinzhao Chen, 2012.
"Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation,"
PSE Working Papers
halshs-00660654, HAL.
- Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," Working Papers halshs-00660654, HAL.
- Jinzhao Chen, 2013. "Crisis, capital controls, and covered interest parity: Evidence from China in transformation," Post-Print halshs-00845630, HAL.
- Jinzhao Chen, 2013. "Crisis, capital controls, and covered interest parity: Evidence from China in transformation," PSE-Ecole d'économie de Paris (Postprint) halshs-00845630, HAL.
- Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2016.
"Why does the Euro fail? The DCCA approach,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 443(C), pages 543-554.
- Andreia Teixeira Marques DionÃsio & Paulo Jorge Silveira Ferreira, 2014. "Why does the Euro fail? The DCCA approach," CEFAGE-UE Working Papers 2014_15, University of Evora, CEFAGE-UE (Portugal).
- Malgorzata Sulimierska, 2008. "Capital Account Liberalization and Currency Crisis - The Case of Central Eastern European Countries," International Trade and Finance Association Conference Papers 1140, International Trade and Finance Association.
- Cheung, Yin-Wong (ed.), 2012.
"The Evolving Role of China in the Global Economy,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262018234, December.
- Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," PSE Working Papers halshs-00660654, HAL.
- Holmes, Mark J., 2002. "Does long-run real interest parity hold among EU countries? Some new panel data evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(4), pages 733-746.
- Kashif Mansori, 2003. "Following in their Footsteps: Comparing Interest Parity Conditions in Central European Economies to the Euro Countries," CESifo Working Paper Series 1020, CESifo.
- Holmes, Mark J., 2001. "Some new evidence on exchange rates, capital controls and European Union financial integration," International Review of Economics & Finance, Elsevier, vol. 10(2), pages 135-146.
- Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(1), pages 69-98, March.
- Paulo Ferreira & Andreia Dionisio, 2015. "Revisiting Covered Interest Parity in the European Union: the DCCA Approach," International Economic Journal, Taylor & Francis Journals, vol. 29(4), pages 597-615, December.
- Mark Holmes, 2002. "Panel data evidence on inflation convergence in the European Union," Applied Economics Letters, Taylor & Francis Journals, vol. 9(3), pages 155-158.
- Jochem, Axel & Herrmann, Sabine, 2003. "The international integration of money markets in the central and east European accession countries: deviations from covered interest parity, capital controls and inefficiencies in the financial secto," Discussion Paper Series 1: Economic Studies 2003,07, Deutsche Bundesbank.
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More about this item
Keywords
E4; F3; G1;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
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