This paper examines if uncovered interest rate parity condition holds for Turkey. In this paper, an empirical analysis is provided for the dates between December 2001 and June 2007 by using monthly data for Turkey and the U.S. Main finding is that UIP does not hold for Turkey. In addition to this, UIP deviation goes up over time, AR (1) fits the data well, there is an ARCH effect and GARCH (1,1) specification is significant for Turkish case
Thesis (M.A.)--Wichita State University, W. Frank Barton School of Business, Dept. of EconomicsThis ...
This paper proposes a different empirical approach to estimate the UIP by an-alyzing a large number ...
This paper tests Uncovered Interest Rate Parity (UIP) using LIBOR rates for the major international ...
This paper examines if uncovered interest rate parity condition holds for Turkey. In this paper, an ...
This paper examines the effect of exchange rate risk on interest rates within the uncovered interest...
We study the validity of uncovered interest-rate parity (UIP) by constructing ultra long time series...
This paper investigates the interrelations between purchasing power parity (PPP) and uncovered inter...
This paper investigates the behavior of Turkish exchange rates within the context of purchasing powe...
This paper investigates the interrelations between purchasing power parity (PPP) and uncovered inter...
The failure of uncovered interest rate parity (UIP) is a well-known phenomenon of the last thirty ye...
Uncovered interest rate parity provides a crucial theoretical underpinning for many modelsin interna...
This paper tests for uncovered interest parity (UIP) using daily data for 23 developing and develope...
This paper examines the empirical validity of the hypothesis of uncovered interest parity (UIP) usin...
Gözgör, Giray (Dogus Author)In this paper, we employ some front page panel unit root tests to examin...
Uncovered Interest Parity (UIP) is typically rejected in empirical studies, but this letter finds ne...
Thesis (M.A.)--Wichita State University, W. Frank Barton School of Business, Dept. of EconomicsThis ...
This paper proposes a different empirical approach to estimate the UIP by an-alyzing a large number ...
This paper tests Uncovered Interest Rate Parity (UIP) using LIBOR rates for the major international ...
This paper examines if uncovered interest rate parity condition holds for Turkey. In this paper, an ...
This paper examines the effect of exchange rate risk on interest rates within the uncovered interest...
We study the validity of uncovered interest-rate parity (UIP) by constructing ultra long time series...
This paper investigates the interrelations between purchasing power parity (PPP) and uncovered inter...
This paper investigates the behavior of Turkish exchange rates within the context of purchasing powe...
This paper investigates the interrelations between purchasing power parity (PPP) and uncovered inter...
The failure of uncovered interest rate parity (UIP) is a well-known phenomenon of the last thirty ye...
Uncovered interest rate parity provides a crucial theoretical underpinning for many modelsin interna...
This paper tests for uncovered interest parity (UIP) using daily data for 23 developing and develope...
This paper examines the empirical validity of the hypothesis of uncovered interest parity (UIP) usin...
Gözgör, Giray (Dogus Author)In this paper, we employ some front page panel unit root tests to examin...
Uncovered Interest Parity (UIP) is typically rejected in empirical studies, but this letter finds ne...
Thesis (M.A.)--Wichita State University, W. Frank Barton School of Business, Dept. of EconomicsThis ...
This paper proposes a different empirical approach to estimate the UIP by an-alyzing a large number ...
This paper tests Uncovered Interest Rate Parity (UIP) using LIBOR rates for the major international ...