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You searched for subject:(Uncovered Interest Parity). Showing records 1 – 21 of 21 total matches.

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NSYSU

1. Leng, Chuan-chiang. Nonlinear Analysis of the Uncovered Interest Parity in Latin American Countries.

Degree: Master, Economics, 2008, NSYSU

 Abstract Most of literature and studies on prediction of exchange rate focus on main industrial countries with few discussions on the exchange rate of the… (more)

Subjects/Keywords: uncovered interest parity; nonlinear analysis

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APA (6th Edition):

Leng, C. (2008). Nonlinear Analysis of the Uncovered Interest Parity in Latin American Countries. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804108-144543

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Leng, Chuan-chiang. “Nonlinear Analysis of the Uncovered Interest Parity in Latin American Countries.” 2008. Thesis, NSYSU. Accessed December 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804108-144543.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Leng, Chuan-chiang. “Nonlinear Analysis of the Uncovered Interest Parity in Latin American Countries.” 2008. Web. 11 Dec 2019.

Vancouver:

Leng C. Nonlinear Analysis of the Uncovered Interest Parity in Latin American Countries. [Internet] [Thesis]. NSYSU; 2008. [cited 2019 Dec 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804108-144543.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Leng C. Nonlinear Analysis of the Uncovered Interest Parity in Latin American Countries. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0804108-144543

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

2. Chen, Sheng-wen. Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries.

Degree: Master, Economics, 2014, NSYSU

 This paper applies a vector autoregressive model of real exchange rate changes and real interest rate differentials to estimate expected real exchange rate changes. The… (more)

Subjects/Keywords: Impulse Response; Vector Autoregression; Uncovered Interest Parity

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APA (6th Edition):

Chen, S. (2014). Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Sheng-wen. “Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries.” 2014. Thesis, NSYSU. Accessed December 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Sheng-wen. “Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries.” 2014. Web. 11 Dec 2019.

Vancouver:

Chen S. Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries. [Internet] [Thesis]. NSYSU; 2014. [cited 2019 Dec 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen S. Reexamination of the relationship between Real Exchange Rates and Real Interest Differentialsï¼The Evidence from G7 countries. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0517114-084240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Miami University

3. Zhang, Yifei. Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective.

Degree: MA, Economics, 2018, Miami University

 In recent years, close to zero nominal interest rate becomes a norm in several developed economies. This paper is concerned with how extremely low interest(more)

Subjects/Keywords: Economics; Zero Lower Bound; Uncovered Interest Rate Parity

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APA (6th Edition):

Zhang, Y. (2018). Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective. (Masters Thesis). Miami University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=miami1532698263083492

Chicago Manual of Style (16th Edition):

Zhang, Yifei. “Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective.” 2018. Masters Thesis, Miami University. Accessed December 11, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=miami1532698263083492.

MLA Handbook (7th Edition):

Zhang, Yifei. “Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective.” 2018. Web. 11 Dec 2019.

Vancouver:

Zhang Y. Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective. [Internet] [Masters thesis]. Miami University; 2018. [cited 2019 Dec 11]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=miami1532698263083492.

Council of Science Editors:

Zhang Y. Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective. [Masters Thesis]. Miami University; 2018. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=miami1532698263083492


University of Notre Dame

4. James R Young. Essays on the Forward Premium Anomaly</h1>.

Degree: PhD, Economics, 2011, University of Notre Dame

  This dissertation studies the cause of the forward premium anomaly. The anomaly refers to the violation of uncovered interest parity (UIP) in the form… (more)

Subjects/Keywords: rare disasters; nominal rigidities; uncovered interest parity; forward premium

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APA (6th Edition):

Young, J. R. (2011). Essays on the Forward Premium Anomaly</h1>. (Doctoral Dissertation). University of Notre Dame. Retrieved from https://curate.nd.edu/show/p5547p90q35

Chicago Manual of Style (16th Edition):

Young, James R. “Essays on the Forward Premium Anomaly</h1>.” 2011. Doctoral Dissertation, University of Notre Dame. Accessed December 11, 2019. https://curate.nd.edu/show/p5547p90q35.

MLA Handbook (7th Edition):

Young, James R. “Essays on the Forward Premium Anomaly</h1>.” 2011. Web. 11 Dec 2019.

Vancouver:

Young JR. Essays on the Forward Premium Anomaly</h1>. [Internet] [Doctoral dissertation]. University of Notre Dame; 2011. [cited 2019 Dec 11]. Available from: https://curate.nd.edu/show/p5547p90q35.

Council of Science Editors:

Young JR. Essays on the Forward Premium Anomaly</h1>. [Doctoral Dissertation]. University of Notre Dame; 2011. Available from: https://curate.nd.edu/show/p5547p90q35


Jönköping University

5. Rohlén, Karl. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.

Degree: Economics, 2019, Jönköping University

  The current intellectual climate regarding economics seems to be at an agreement regarding the theory of uncovered interest parity and its unreliability within real… (more)

Subjects/Keywords: Uncovered interest parity; interest parity; interbank offering rates; yield to maturity; short-horizon; long-horizon; Economics; Nationalekonomi

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APA (6th Edition):

Rohlén, K. (2019). Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44249

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rohlén, Karl. “Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.” 2019. Thesis, Jönköping University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44249.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rohlén, Karl. “Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability.” 2019. Web. 11 Dec 2019.

Vancouver:

Rohlén K. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability. [Internet] [Thesis]. Jönköping University; 2019. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44249.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rohlén K. Uncovered Interest Parity and the Financial Crisis of 2007 : An econometric study of the robustness of the uncovered interest parity over different time periods, with varying economic stability. [Thesis]. Jönköping University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44249

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

6. Makauskas, Rytis. Will the Asian countries buy up the United States? : Current account imbalances and the Uncovered Interest Rate Parity: Japan, China and the U.S. 1970-2008.

Degree: Economics, 2012, Jönköping University

  This paper aims to explain the current account imbalances between the United States of America, Japan and China. According to theory, such imbalances should… (more)

Subjects/Keywords: current account; Mundell-Flemming model; uncovered interest rate parity; financial account; Social Sciences; Samhällsvetenskap

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APA (6th Edition):

Makauskas, R. (2012). Will the Asian countries buy up the United States? : Current account imbalances and the Uncovered Interest Rate Parity: Japan, China and the U.S. 1970-2008. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18470

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Makauskas, Rytis. “Will the Asian countries buy up the United States? : Current account imbalances and the Uncovered Interest Rate Parity: Japan, China and the U.S. 1970-2008.” 2012. Thesis, Jönköping University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18470.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Makauskas, Rytis. “Will the Asian countries buy up the United States? : Current account imbalances and the Uncovered Interest Rate Parity: Japan, China and the U.S. 1970-2008.” 2012. Web. 11 Dec 2019.

Vancouver:

Makauskas R. Will the Asian countries buy up the United States? : Current account imbalances and the Uncovered Interest Rate Parity: Japan, China and the U.S. 1970-2008. [Internet] [Thesis]. Jönköping University; 2012. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18470.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Makauskas R. Will the Asian countries buy up the United States? : Current account imbalances and the Uncovered Interest Rate Parity: Japan, China and the U.S. 1970-2008. [Thesis]. Jönköping University; 2012. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-18470

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


UCLA

7. Platonov, Konstantin. Essays on Keynesian Models of Closed and Open Economies.

Degree: Economics, 2019, UCLA

 My dissertation contributes to the macroeconomics of self-fulfilling prophecies. It demonstrates the importance of shocks to beliefs in accounting for aggregate fluctuations. The dissertation consists… (more)

Subjects/Keywords: Economics; animal spirits; exchange rate; hysteresis; indeterminacy; monetary policy; uncovered interest parity

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APA (6th Edition):

Platonov, K. (2019). Essays on Keynesian Models of Closed and Open Economies. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/25m6p249

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Platonov, Konstantin. “Essays on Keynesian Models of Closed and Open Economies.” 2019. Thesis, UCLA. Accessed December 11, 2019. http://www.escholarship.org/uc/item/25m6p249.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Platonov, Konstantin. “Essays on Keynesian Models of Closed and Open Economies.” 2019. Web. 11 Dec 2019.

Vancouver:

Platonov K. Essays on Keynesian Models of Closed and Open Economies. [Internet] [Thesis]. UCLA; 2019. [cited 2019 Dec 11]. Available from: http://www.escholarship.org/uc/item/25m6p249.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Platonov K. Essays on Keynesian Models of Closed and Open Economies. [Thesis]. UCLA; 2019. Available from: http://www.escholarship.org/uc/item/25m6p249

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

8. Kao, Hsiao-feng. none.

Degree: Master, Economics, 2008, NSYSU

Subjects/Keywords: taylor rule; learning; exchange rate; uncovered interest rate parity

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APA (6th Edition):

Kao, H. (2008). none. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0821108-230941

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Kao, Hsiao-feng. “none.” 2008. Thesis, NSYSU. Accessed December 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0821108-230941.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Kao, Hsiao-feng. “none.” 2008. Web. 11 Dec 2019.

Vancouver:

Kao H. none. [Internet] [Thesis]. NSYSU; 2008. [cited 2019 Dec 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0821108-230941.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kao H. none. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0821108-230941

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Pontifical Catholic University of Rio de Janeiro

9. ANELISE PALMIER BORGES DE ALMEIDA. [en] PROFITABILITY CHECK OF CARRY TRADE OPERATION BETWEEN REAL AND DOLLAR (2005 A 2016).

Degree: 2018, Pontifical Catholic University of Rio de Janeiro

[pt] O presente trabalho visa verificar a operação de carry trade. A lucratividade desta operação é observada quando a diferença de taxa de juros entre… (more)

Subjects/Keywords: [pt] CARRY TRADE; [en] CARRY TRADE; [pt] PARIDADE DESCOBERTA DE TAXA DE JUROS - PDTJ; [en] UNCOVERED INTEREST RATE PARITY - UIP

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APA (6th Edition):

ALMEIDA, A. P. B. D. (2018). [en] PROFITABILITY CHECK OF CARRY TRADE OPERATION BETWEEN REAL AND DOLLAR (2005 A 2016). (Thesis). Pontifical Catholic University of Rio de Janeiro. Retrieved from http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35740

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

ALMEIDA, ANELISE PALMIER BORGES DE. “[en] PROFITABILITY CHECK OF CARRY TRADE OPERATION BETWEEN REAL AND DOLLAR (2005 A 2016).” 2018. Thesis, Pontifical Catholic University of Rio de Janeiro. Accessed December 11, 2019. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35740.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

ALMEIDA, ANELISE PALMIER BORGES DE. “[en] PROFITABILITY CHECK OF CARRY TRADE OPERATION BETWEEN REAL AND DOLLAR (2005 A 2016).” 2018. Web. 11 Dec 2019.

Vancouver:

ALMEIDA APBD. [en] PROFITABILITY CHECK OF CARRY TRADE OPERATION BETWEEN REAL AND DOLLAR (2005 A 2016). [Internet] [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. [cited 2019 Dec 11]. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35740.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

ALMEIDA APBD. [en] PROFITABILITY CHECK OF CARRY TRADE OPERATION BETWEEN REAL AND DOLLAR (2005 A 2016). [Thesis]. Pontifical Catholic University of Rio de Janeiro; 2018. Available from: http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35740

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Linköping University

10. Tafazoli, Farid. Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications.

Degree: Business Administration, 2011, Linköping University

The thesis examine if the uncovered interest rate parity holds over a 10 year period between Japan and Australia/Norway/USA. The data is collected between… (more)

Subjects/Keywords: Uncovered Interest Rate Parity; Australian Dollar; Norwegian Kronor; US Dollar; Japanese Yen; Carry Trading; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP

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APA (6th Edition):

Tafazoli, F. (2011). Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications. (Thesis). Linköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70478

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Tafazoli, Farid. “Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications.” 2011. Thesis, Linköping University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70478.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Tafazoli, Farid. “Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications.” 2011. Web. 11 Dec 2019.

Vancouver:

Tafazoli F. Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications. [Internet] [Thesis]. Linköping University; 2011. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70478.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tafazoli F. Carry Trading & Uncovered Interest Rate Parity : An overview and empirical study of its applications. [Thesis]. Linköping University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-70478

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Linnaeus University

11. Unger, Julian. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate.

Degree: Economics and Statistics, 2017, Linnaeus University

  The characteristics of interest rate differentials’ relationships with the change in nominal exchange rates are here investigated from the small open economy Sweden’s pointof… (more)

Subjects/Keywords: Small open economy; uncovered interest rate parity; interest rate differential; nominal exchange rate; short-horizon interest rate; long-horizon interest rate; Economics; Nationalekonomi

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APA (6th Edition):

Unger, J. (2017). A small open economy’s view on interest rate differential’s relation to the nominal exchange rate. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Unger, Julian. “A small open economy’s view on interest rate differential’s relation to the nominal exchange rate.” 2017. Thesis, Linnaeus University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Unger, Julian. “A small open economy’s view on interest rate differential’s relation to the nominal exchange rate.” 2017. Web. 11 Dec 2019.

Vancouver:

Unger J. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate. [Internet] [Thesis]. Linnaeus University; 2017. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Unger J. A small open economy’s view on interest rate differential’s relation to the nominal exchange rate. [Thesis]. Linnaeus University; 2017. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-65487

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


The Ohio State University

12. Moh, Young-Kyu. Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention.

Degree: PhD, Economics, 2003, The Ohio State University

Uncovered interest parity (UIP) is a simple model of international asset market equilibrium that continues to form a key building block in many open economy… (more)

Subjects/Keywords: Economics, Finance; continuous-time uncovered interest parity; forward premium anomaly; exchange rate dynamics

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APA (6th Edition):

Moh, Y. (2003). Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1054749793

Chicago Manual of Style (16th Edition):

Moh, Young-Kyu. “Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention.” 2003. Doctoral Dissertation, The Ohio State University. Accessed December 11, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1054749793.

MLA Handbook (7th Edition):

Moh, Young-Kyu. “Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention.” 2003. Web. 11 Dec 2019.

Vancouver:

Moh Y. Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention. [Internet] [Doctoral dissertation]. The Ohio State University; 2003. [cited 2019 Dec 11]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1054749793.

Council of Science Editors:

Moh Y. Exchange rate dynamics in a continuous-time model of uncovered interest parity with central bank intervention. [Doctoral Dissertation]. The Ohio State University; 2003. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1054749793


University of Southern California

13. Knape, Mathias. A general equilibrium model for exchange rates and asset prices in an economy subject to jump-diffusion uncertainty.

Degree: PhD, Applied Mathematics, 2011, University of Southern California

 This dissertation examines asset prices, the exchange rate and its higher moment properties in an economy subject to both diffusive and jump risk. The model… (more)

Subjects/Keywords: exchange rate; incomplete markets; uncovered interest rate parity puzzle; jump-diffusion; intertemporal international equilibrium model; logarithmic agents; skewness and kurtosis of exchange rate returns

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APA (6th Edition):

Knape, M. (2011). A general equilibrium model for exchange rates and asset prices in an economy subject to jump-diffusion uncertainty. (Doctoral Dissertation). University of Southern California. Retrieved from http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/180414/rec/208

Chicago Manual of Style (16th Edition):

Knape, Mathias. “A general equilibrium model for exchange rates and asset prices in an economy subject to jump-diffusion uncertainty.” 2011. Doctoral Dissertation, University of Southern California. Accessed December 11, 2019. http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/180414/rec/208.

MLA Handbook (7th Edition):

Knape, Mathias. “A general equilibrium model for exchange rates and asset prices in an economy subject to jump-diffusion uncertainty.” 2011. Web. 11 Dec 2019.

Vancouver:

Knape M. A general equilibrium model for exchange rates and asset prices in an economy subject to jump-diffusion uncertainty. [Internet] [Doctoral dissertation]. University of Southern California; 2011. [cited 2019 Dec 11]. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/180414/rec/208.

Council of Science Editors:

Knape M. A general equilibrium model for exchange rates and asset prices in an economy subject to jump-diffusion uncertainty. [Doctoral Dissertation]. University of Southern California; 2011. Available from: http://digitallibrary.usc.edu/cdm/compoundobject/collection/p15799coll127/id/180414/rec/208


NSYSU

14. Wu, Ping-Cheng. A study of European Monetary Union and Exchange Rate Theory.

Degree: Master, Finance, 2000, NSYSU

 After two world wars, the West European Economy goes through serious recession. Through the cold war, the representatives of west European countries, German and France,… (more)

Subjects/Keywords: EMU; Euro; AR1; UIP; Covered Interest Parity; PPP; ECB; SUR; Uncovered Interest Parity; Sign Test; CIP; IRP

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Wu, P. (2000). A study of European Monetary Union and Exchange Rate Theory. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619100-154222

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Ping-Cheng. “A study of European Monetary Union and Exchange Rate Theory.” 2000. Thesis, NSYSU. Accessed December 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619100-154222.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Ping-Cheng. “A study of European Monetary Union and Exchange Rate Theory.” 2000. Web. 11 Dec 2019.

Vancouver:

Wu P. A study of European Monetary Union and Exchange Rate Theory. [Internet] [Thesis]. NSYSU; 2000. [cited 2019 Dec 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619100-154222.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu P. A study of European Monetary Union and Exchange Rate Theory. [Thesis]. NSYSU; 2000. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619100-154222

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


KTH

15. Ruthberg, Richard. Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU.

Degree: Mathematics (Dept.), 2014, KTH

This thesis provides a thorough analysis of the covered- and uncovered interest parity conditions (CIP, UIP) as well as the forward rate unbiasedness hypothesis… (more)

Subjects/Keywords: Interest Rate Parity (IRP); Covered Interest Parity (CIP); Uncovered Interest Parity (UIP); Forward Rate Unbiasedness Hypothesis (FRUH); Monetary Integration; Sweden; EMU; STIBOR; EURIBOR; Cointegration; Johansen Test; Dynamic OLS; ränteparitet; ränteparitetsvillkoret; kurssäkrad ränteparitet; icke-kurssäkrad ränteparitet; effektiva marknadshypotesen; valutaterminer; monetär integration; Sverige; EMU; STIBOR; EURIBOR; kointegration; Johansen test; dynamisk OLS

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APA (6th Edition):

Ruthberg, R. (2014). Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU. (Thesis). KTH. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146277

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ruthberg, Richard. “Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU.” 2014. Thesis, KTH. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146277.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ruthberg, Richard. “Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU.” 2014. Web. 11 Dec 2019.

Vancouver:

Ruthberg R. Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU. [Internet] [Thesis]. KTH; 2014. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146277.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ruthberg R. Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU. [Thesis]. KTH; 2014. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146277

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


The Ohio State University

16. Lim, Hyoung-Seok. Three essays on the term structure of interest rates.

Degree: PhD, Economics, 2004, The Ohio State University

 Three chapters focus on the term structure of interest rates. Most Central Banks have recently employed the short term interest rate as a monetary policy… (more)

Subjects/Keywords: Economics, Finance; Uncovered Interest Parity; The forward premium anomaly; The term structure of interest rates

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APA (6th Edition):

Lim, H. (2004). Three essays on the term structure of interest rates. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1085685421

Chicago Manual of Style (16th Edition):

Lim, Hyoung-Seok. “Three essays on the term structure of interest rates.” 2004. Doctoral Dissertation, The Ohio State University. Accessed December 11, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1085685421.

MLA Handbook (7th Edition):

Lim, Hyoung-Seok. “Three essays on the term structure of interest rates.” 2004. Web. 11 Dec 2019.

Vancouver:

Lim H. Three essays on the term structure of interest rates. [Internet] [Doctoral dissertation]. The Ohio State University; 2004. [cited 2019 Dec 11]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1085685421.

Council of Science Editors:

Lim H. Three essays on the term structure of interest rates. [Doctoral Dissertation]. The Ohio State University; 2004. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1085685421


University of South Africa

17. Tshehla, Makgopa Freddy. An empirical study of the exchange rate volatility regime for carry trade investors .

Degree: 2014, University of South Africa

 The main objective of the study was to determine the exchange rate volatility regime for carry trade profitability when using the South African Rand as… (more)

Subjects/Keywords: Carry trade; Uncovered interest parity; Exchange rate volatility regime; Logistic smooth transition variable; Risk-adjustment forward premium; Sharpe ratio; Short-term forward rate maturity; Long-term forward rate maturity; Target currency; Funding currency

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APA (6th Edition):

Tshehla, M. F. (2014). An empirical study of the exchange rate volatility regime for carry trade investors . (Doctoral Dissertation). University of South Africa. Retrieved from http://hdl.handle.net/10500/14153

Chicago Manual of Style (16th Edition):

Tshehla, Makgopa Freddy. “An empirical study of the exchange rate volatility regime for carry trade investors .” 2014. Doctoral Dissertation, University of South Africa. Accessed December 11, 2019. http://hdl.handle.net/10500/14153.

MLA Handbook (7th Edition):

Tshehla, Makgopa Freddy. “An empirical study of the exchange rate volatility regime for carry trade investors .” 2014. Web. 11 Dec 2019.

Vancouver:

Tshehla MF. An empirical study of the exchange rate volatility regime for carry trade investors . [Internet] [Doctoral dissertation]. University of South Africa; 2014. [cited 2019 Dec 11]. Available from: http://hdl.handle.net/10500/14153.

Council of Science Editors:

Tshehla MF. An empirical study of the exchange rate volatility regime for carry trade investors . [Doctoral Dissertation]. University of South Africa; 2014. Available from: http://hdl.handle.net/10500/14153

18. Chou, Yu-Chen. Forecast Combinations and Nominal Exchange-Rate Predictability.

Degree: Master, Economics, 2017, NSYSU

 This paper not only examines whether structural models have the capability to explain the fluctuation of nominal exchange rates, but also observes whether a combined… (more)

Subjects/Keywords: uncovered interest parity; Taylor rule; monetary fundamentals; purchasing power parity; nominal exchange rate; combined model; out-of-sample forecast

…三 理論模型與 究方法 第一節 模型建立 本文之經濟基本面變數𝑥𝑥𝑡𝑡 將未拋補利率平價假說(uncovered interest parity)… …率(direct rate)」 。 14 二、未拋補利率平價假說(uncovered interest parity) 在資本完全移動且… …性(interest rate semielasticity of money demand),而 c 為一常數 。假設經濟基本面 變數𝑓𝑓𝑡𝑡 服從無… …購 買力平價假說(purchasing power parity)、貨幣學派模型(monetary fundamentals)與泰 勒法則… …for k = 1,2, ⋯ , K. (3.1.6) 三、購買力平價假說(purchasing power parity) 購買力平價假說… 

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APA (6th Edition):

Chou, Y. (2017). Forecast Combinations and Nominal Exchange-Rate Predictability. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620117-153009

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chou, Yu-Chen. “Forecast Combinations and Nominal Exchange-Rate Predictability.” 2017. Thesis, NSYSU. Accessed December 11, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620117-153009.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chou, Yu-Chen. “Forecast Combinations and Nominal Exchange-Rate Predictability.” 2017. Web. 11 Dec 2019.

Vancouver:

Chou Y. Forecast Combinations and Nominal Exchange-Rate Predictability. [Internet] [Thesis]. NSYSU; 2017. [cited 2019 Dec 11]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620117-153009.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chou Y. Forecast Combinations and Nominal Exchange-Rate Predictability. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0620117-153009

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Canterbury

19. Guender, A.V. International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle.

Degree: Department of Economics and Finance, 2015, University of Canterbury

 CPI inflation targeting necessitates a flexible exchange rate regime. This paper embeds an endogenous target rule into a simple open economy macro model to explain… (more)

Subjects/Keywords: Uncovered Interest Rate Parity (UIP) Puzzle; Target Rule; Optimal Monetary Policy; Openness; Aversion to Inflation Variability; Field of Research::14 - Economics::1402 - Applied Economics::140210 - International Economics and International Finance; Field of Research::14 - Economics::1402 - Applied Economics::140212 - Macroeconomics (incl. Monetary and Fiscal Theory); Field of Research::15 - Commerce, Management, Tourism and Services::1502 - Banking, Finance and Investment::150202 - Financial Econometrics

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APA (6th Edition):

Guender, A. V. (2015). International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle. (Thesis). University of Canterbury. Retrieved from http://hdl.handle.net/10092/12057

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Guender, A V. “International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle.” 2015. Thesis, University of Canterbury. Accessed December 11, 2019. http://hdl.handle.net/10092/12057.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Guender, A V. “International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle.” 2015. Web. 11 Dec 2019.

Vancouver:

Guender AV. International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle. [Internet] [Thesis]. University of Canterbury; 2015. [cited 2019 Dec 11]. Available from: http://hdl.handle.net/10092/12057.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Guender AV. International Evidence on the Role of Monetary Policy in the Uncovered Interest Rate Parity Puzzle. [Thesis]. University of Canterbury; 2015. Available from: http://hdl.handle.net/10092/12057

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


North-West University

20. Van Heerden, Petrus Marthinus Stephanus. The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden .

Degree: 2010, North-West University

 The inability to effectively hedge against unfavourable exchange rate movements, using the current forward exchange rate as the only guideline, is a key inhibiting factor… (more)

Subjects/Keywords: Autoregressive conditional heteroskedasticity model (ARCH model); Autoregressive fractionally integrated moving average model (ARFIMA model); Co-integration; Covered interest rate parity; Dual-listed stocks; Exchange rate puzzle; Forward exchange rate; International capital asset pricing model (ICAPM); International equity parity theory; Non-stationary data; Purchasing power parity (PPP); Realized future spot exchange rate; Stationary data; Uncovered interest rate parity; Vector error correction model (VEC model); Autoregressiewe-voorwaardelike-heteroskedastiese modelle; Autoregressiewe-gedeeltelike-geintegreerde-bewegende-gemiddelde modelle; Gedekte-rentekoers-pariteitsteorie; Dubbelgenoteerde aandele; Wisselkoersvraagstuk; Vooruitwisselkoers; Internasionale kapitaalbateprysingsmodel; Internasionale aandelepariteitsteorie; Nie-stasionêre data; Koopkrag pariteit; Gerealiseerde toekomstige loko-wisselkoers; Stasionêre data; Ongedekte rentekoerspariteitsteorie; Vektor-foutaanpassings-model

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APA (6th Edition):

Van Heerden, P. M. S. (2010). The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden . (Thesis). North-West University. Retrieved from http://hdl.handle.net/10394/4511

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Van Heerden, Petrus Marthinus Stephanus. “The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden .” 2010. Thesis, North-West University. Accessed December 11, 2019. http://hdl.handle.net/10394/4511.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Van Heerden, Petrus Marthinus Stephanus. “The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden .” 2010. Web. 11 Dec 2019.

Vancouver:

Van Heerden PMS. The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden . [Internet] [Thesis]. North-West University; 2010. [cited 2019 Dec 11]. Available from: http://hdl.handle.net/10394/4511.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Van Heerden PMS. The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden . [Thesis]. North-West University; 2010. Available from: http://hdl.handle.net/10394/4511

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

21. Dumitrescu, Andrei. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period.

Degree: Business Administration, 2013, Umeå University

  One of the most popular investment and trading strategies over the last decade, has been the currency carry trade, which allows traders and investors… (more)

Subjects/Keywords: carry trade; correlation; currency; equity indexes; financial crisis; foreign exchange; risk premia; uncovered interest parity; volatility; S&P 500; FTSE All-World; VIX

…describing relevant theories and concepts, such as the uncovered interest rate parity theory, the… …First, we present the uncovered interest rate parity theory (UIP) and the forward… …robustness of the results presented. 3.1 Uncovered Interest Parity and Forward Premium Puzzle… …uncovered interest parity theory states that in a rational and risk-neutral world, all of the… …tests of the uncovered interest parity hypothesis, according to Brunnermeier, et al… 

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APA (6th Edition):

Dumitrescu, A. (2013). The relationship between carry trade currencies and equity markets, during the 2003-2012 time period. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Dumitrescu, Andrei. “The relationship between carry trade currencies and equity markets, during the 2003-2012 time period.” 2013. Thesis, Umeå University. Accessed December 11, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Dumitrescu, Andrei. “The relationship between carry trade currencies and equity markets, during the 2003-2012 time period.” 2013. Web. 11 Dec 2019.

Vancouver:

Dumitrescu A. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period. [Internet] [Thesis]. Umeå University; 2013. [cited 2019 Dec 11]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Dumitrescu A. The relationship between carry trade currencies and equity markets, during the 2003-2012 time period. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-73213

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.