Add to ORKGAt times of heightened global capital market volatility, high-yielding currencies tend to depreciate, while low-yielding currencies tend to serve as a€ssafe heavena€t. We present the results of a test for Uncovered Interest Parity for selected European cuExchange rates, Volatility, Central and Eastern Europe, Uncovered interest parity, Financial crisis
This paper examines a nexus between euro values of local currencies and returns to equities in non‐e...
This paper examines the changes induced by the actual financial crisis in the dynamic relation betwe...
Examines the volatility of the exchange rates in Central Europe. Role of capital account liberalizat...
This paper presents tests of uncovered interest parity in Croatia, the Czech Republic, Hungary, Pola...
This paper examines the uncovered interest parity (or forward premium) puzzle in four Central and Ea...
This paper examines the empirical validity of the hypothesis of uncovered interest parity (UIP) usin...
This paper investigates capital market integration in the major Central European emerging economies ...
AbstractUncovered Interest Parity (UIP) is typically rejected in empirical studies, but this letter ...
We investigate the validity of real interest parity (RIP) for the 13 Central and Eastern European co...
AbstractThis study applies non-linear threshold unit-root test to investigate the non-stationary pro...
This paper provides econometric evidence of the interest parity puzzle in Serbia over the period ...
Our paper addresses the relationship between exchange rates changes and interest rate differentials ...
The failure of uncovered interest rate parity (UIP) is a well-known phenomenon of the last thirty ye...
This paper analyzes deviations from uncovered interest rate parity which are interpreted as indicato...
In this article, one of the contemporaneous monetary theories of exchange rate determination, namely...
This paper examines a nexus between euro values of local currencies and returns to equities in non‐e...
This paper examines the changes induced by the actual financial crisis in the dynamic relation betwe...
Examines the volatility of the exchange rates in Central Europe. Role of capital account liberalizat...
This paper presents tests of uncovered interest parity in Croatia, the Czech Republic, Hungary, Pola...
This paper examines the uncovered interest parity (or forward premium) puzzle in four Central and Ea...
This paper examines the empirical validity of the hypothesis of uncovered interest parity (UIP) usin...
This paper investigates capital market integration in the major Central European emerging economies ...
AbstractUncovered Interest Parity (UIP) is typically rejected in empirical studies, but this letter ...
We investigate the validity of real interest parity (RIP) for the 13 Central and Eastern European co...
AbstractThis study applies non-linear threshold unit-root test to investigate the non-stationary pro...
This paper provides econometric evidence of the interest parity puzzle in Serbia over the period ...
Our paper addresses the relationship between exchange rates changes and interest rate differentials ...
The failure of uncovered interest rate parity (UIP) is a well-known phenomenon of the last thirty ye...
This paper analyzes deviations from uncovered interest rate parity which are interpreted as indicato...
In this article, one of the contemporaneous monetary theories of exchange rate determination, namely...
This paper examines a nexus between euro values of local currencies and returns to equities in non‐e...
This paper examines the changes induced by the actual financial crisis in the dynamic relation betwe...
Examines the volatility of the exchange rates in Central Europe. Role of capital account liberalizat...