Titlebook: International Parity Conditions; Theory, Econometric Imad A. Moosa,Razzaque H. Bhatti Book 1997 Imad A. Moosa and Razzaque H. Bhatti 1997

Addiction

書目名稱International Parity Conditions影響因子(影響力)




書目名稱International Parity Conditions影響因子(影響力)學(xué)科排名




書目名稱International Parity Conditions網(wǎng)絡(luò)公開度




書目名稱International Parity Conditions網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱International Parity Conditions被引頻次




書目名稱International Parity Conditions被引頻次學(xué)科排名




書目名稱International Parity Conditions年度引用




書目名稱International Parity Conditions年度引用學(xué)科排名




書目名稱International Parity Conditions讀者反饋




書目名稱International Parity Conditions讀者反饋學(xué)科排名

符合規(guī)定

The Covered Interest Parity Hypothesis, domestic interest rates and foreign interest rates — was originally developed by Keynes (1923). In essence, it is the earliest theory of forward exchange, stipulating that the forward exchange rate tends to be equal to its interest parity rate (that is, the spot exchange rate adjusted by a factor r

牌帶來

candle

venous-leak

International Parity Conditions in a Cointegration Framework,ns. It may, therefore, be appropriate to present an introduction to the cointegration literature, with particular emphasis on the techniques that have been used to test the hypotheses underlying these conditions. This chapter deals with the basics of cointegration analysis, while Chapters 7 and 8 de

Encoding

Cointegration: Representation and Testing,e ‘equilibrium model’. However, equilibrium in this sense is different from what is implied by rational expectations models. It is arguable that the cointegrating regression does not necessarily imply a long-run relationship: economic theory must support such a relationship. Table 8.1 shows some coi

心痛

不如樂死去

不自然

Uncovered Interest Parity and the Efficient Market Hypothesis: The Empirical Evidence, financial markets (foreign exchange and capital markets) across countries. This is considered to be a direct test because the actual relationship representing UIP is tested by using data on both interest rates and spot exchange rates. The second strand pertains to testing UIP by examining linkages

溝通

Real Interest Parity and the Fisher Hypothesis: The Empirical Evidence,minal interest rate. Moreover, most of these studies have focused on testing the constancy of the real interest rate within the United States. Gibson (1972) tested the validity of the FH for Treasury bills of varying maturities over two periods (1952–70 and 1959–70) using the Livingston survey data