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Hokuto Ishii
This paper investigates the predictability of exchange rate changes by extracting the factors from the three-, four-, and five-factor model of the relative Nelson?Siegel class. Our empirical analysis shows that the relative spread factors are important f...
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Ozcan Karahan,Olcay Çolak
Pág. 386 - 394
Most of the earlier empirical studies focusing on developed countries failed to give evidence in favor of the Uncovered Interest Rate Parity (UIP). After intensive financial liberalization processes and mostly preferred free exchange rate regimes, a new ...
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Joe Akira Yoshino,Silvio Ricardo Micheloto
Pág. pp. 137 - 157
This work verifies the uncovered interest rates parity (UIP) in the FX (foreign exchange) emerging markets by using the panel cointegration technique. The data involves several developing countries that compose the EMBI+ Global Index. We compare the resu...
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