Keywords: Parity بهره بازپرداخت شده; Inflation targeting; Uncovered interest parity; Forward bias puzzle; Emerging countries; E31; E52; F31;
مقالات ISI Parity بهره بازپرداخت شده (ترجمه نشده)
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Keywords: Parity بهره بازپرداخت شده; Uncovered interest parity; Extreme sampling; Carry trade; Foreign exchange rates; D-16-00220-R2;
Keywords: Parity بهره بازپرداخت شده; F31; F41; F47; Interest rate; Exchange rate; Monetary policy rule; Uncovered interest parity;
Keywords: Parity بهره بازپرداخت شده; E44; F31; F44; G12; G15; Foreign exchange; Uncovered interest parity; Carry trade returns; Consumption risk; Asset pricing; Habit model;
Keywords: Parity بهره بازپرداخت شده; E43; E44; C32; Cointegration; Expectations theory; Uncovered interest parity; Eurocurrency markets; Temporal stability;
Keywords: Parity بهره بازپرداخت شده; G12; G15; F31; F37; F41; F42; Uncovered interest parity; Carry trade; Institutions; Economic freedom; Peso problem;
Keywords: Parity بهره بازپرداخت شده; F31; F37; Uncovered Interest Parity; Delayed overshooting; fx market inefficiency; Extreme support; Fama's beta; Forward bias puzzle;
Keywords: Parity بهره بازپرداخت شده; Currency forecast errors; Uncovered interest parity; Forward premium puzzle; Carry trade; Markov-switching model; STAR modelF3
Keywords: Parity بهره بازپرداخت شده; Uncovered interest parity; Covered interest arbitrage; Nonlinearity; Time-varying parameter; Funding liquidity constraints; Band of inaction; C13; F31; G15;
Keywords: Parity بهره بازپرداخت شده; Exchange-rate dynamics; Uncovered interest parity; Interest-rate options; Switching exchange-rate regimes; E42; F31; F33; F37; G12; G15;
Keywords: Parity بهره بازپرداخت شده; International finance; Foreign exchange; Uncovered interest parity; Unbiased efficiency of the forward rate; Carry trades; High frequency data;
Keywords: Parity بهره بازپرداخت شده; Sequential Panel Selection Method; Uncovered interest parity; Risk premium; C23; F36;
Keywords: Parity بهره بازپرداخت شده; Non-linear threshold unit-root test; Uncovered interest parity; Risk premium;
Keywords: Parity بهره بازپرداخت شده; G12; G15; F31; Chinese Yuan; Carry trade; Uncovered interest parity; FX volatility; Fama-Macbeth;
Keywords: Parity بهره بازپرداخت شده; Exchange rates; Uncovered interest parity; Forward rate bias; Small sample problems; Financial historyF31; G15; N20
Optimal currency carry trade strategies
Keywords: Parity بهره بازپرداخت شده; G11; G15; F31; Currency carry trade; Uncovered interest parity; CRB industrial return; Monetary policy; Optimal parametric portfolio;
Currency risk premia and uncovered interest parity in the International CAPM
Keywords: Parity بهره بازپرداخت شده; International CAPM; Uncovered interest parity; Conditional asset pricing; Currency risk premiaG12; G15; F31
Insured uncovered interest parity
Keywords: Parity بهره بازپرداخت شده; F31; G15; G14; G17; Uncovered interest parity; Carry trade; CDS;
An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Keywords: Parity بهره بازپرداخت شده; F30; F31; Uncovered interest parity; Smooth transition model (STR); Sharpe ratio; Limits to speculation; Carry trade;
Uncovered interest parity puzzle: Asymmetric responses
Keywords: Parity بهره بازپرداخت شده; F31; F41; G15; Uncovered interest parity; Key currency bias; Asymmetric UIP;
Measuring the risk premium in uncovered interest parity using the component GARCH-M model
Keywords: Parity بهره بازپرداخت شده; F30; G15; Risk premium; Uncovered interest parity; Component GARCH-in-mean;
Econometric analysis of present value models when the discount factor is near one
Keywords: Parity بهره بازپرداخت شده; C58; F31; F37; G12; G15; G17; Uncovered interest parity; Asset price; Exchange rate; Forward rate; Forward premium anomaly; Expected return; Random walk; Efficient markets; Martingale model;
When does uncovered interest parity hold?
Keywords: Parity بهره بازپرداخت شده; F31; F41; G12Monetary volatility; Uncovered interest parity; Forward bias puzzle; Habit persistence; Carry trade
The exchange rate as nominal anchor: A test for Ukraine
Keywords: Parity بهره بازپرداخت شده; Uncovered interest parity; Nominal anchor; Exchange-rate-based stabilization; Asset pricing; E43; F31; F36;
Monetary policy and inferential expectations of exchange rates
Keywords: Parity بهره بازپرداخت شده; C91; D84; E50; F31; Exchange rates; Market experiments; Belief conservatism; Inferential expectations; Uncovered interest parity;
Risk-premia, carry-trade dynamics, and economic value of currency speculation
Keywords: Parity بهره بازپرداخت شده; F31; Exchange rates; Uncovered interest parity; Risk-premia; Carry-trade; Economic value;
The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries
Keywords: Parity بهره بازپرداخت شده; F31; F41; C23; International finance; Gross domestic return; Expected uncovered gross foreign return; Uncovered interest parity; Panel cointegration;
The solution to the forward-bias puzzle: Reply
Keywords: Parity بهره بازپرداخت شده; E43; E44; F30; F31; G14; G15; Exchange rates; Forward-bias puzzle; Covered interest parity; Uncovered interest parity; Arbitrage;
Trilemma and macroeconomic policies under different financial structures in Indonesia
Keywords: Parity بهره بازپرداخت شده; F3; E5; E6; Trilemma; Mundell-Fleming; Uncovered interest parity; Monetary policy; Fiscal policy;
The risk adjusted uncovered equity parity
Keywords: Parity بهره بازپرداخت شده; F1; F3; G10; Capital market; Risk adjusted equity parity; Portfolio equity flows; Market risk; RUEP; risk adjusted uncovered equity parity; UEP; uncovered equity parity; UIP; uncovered interest parity;
Carry trades, momentum trading and the forward premium anomaly
Keywords: Parity بهره بازپرداخت شده; Currency trading strategies; Uncovered interest parity; Forward premium anomaly; Nonlinearity; LSTR models; C22; F31; G15;
Combining mean reversion and momentum trading strategies in foreign exchange markets
Keywords: Parity بهره بازپرداخت شده; F31; G11; G15; Uncovered interest parity; Mean reversion; Momentum; Foreign exchange; Trading strategies;
Interest differentials and extreme support for uncovered interest rate parity
Keywords: Parity بهره بازپرداخت شده; F3; Uncovered interest parity; Forward premium; Fama regression; Interest differentials;
A stochastic dominance analysis of yen carry trades
Keywords: Parity بهره بازپرداخت شده; C32; F31; G11; G15; Stochastic dominance; Uncovered interest parity; Carry trades;
The forward market in emerging currencies: Less biased than in major currencies
Keywords: Parity بهره بازپرداخت شده; F31Forward discount; Forward premium; Bias; Puzzle; Emerging markets; Uncovered interest parity; Exchange risk premium; Exchange rate
On the theory of sterilized foreign exchange intervention
Keywords: Parity بهره بازپرداخت شده; Uncovered interest parity; Imperfect asset substitutability; Portfolio balance models; Sterilized foreign exchange intervention; E42; F41;
The puzzling dual of the uncovered interest parity puzzle evidence from Pacific Rim capital flows
Keywords: Parity بهره بازپرداخت شده; Uncovered interest parity; Capital flows; F4 Macroeconomic Aspects International Trade and Finance;
Monetary policy convergence of potential EMU accession countries: A cointegration analysis with shifting regimes
Keywords: Parity بهره بازپرداخت شده; C22; C26; F31; Monetary convergence; Transition economies; Uncovered interest parity; Structural breaks;
The Japanese yen futures returns, spot returns, and the risk premium
Keywords: Parity بهره بازپرداخت شده; F31; G15; Exchange rates; Futures markets; Risk premium; Uncovered interest parity;
Uncovered interest parity with switching regimes
Keywords: Parity بهره بازپرداخت شده; C32; E43; F31; Exchange rates; Uncovered interest parity; VAR; Markov-switching regimes;
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
Keywords: Parity بهره بازپرداخت شده; C22; F31Data releases; Exchange rates; Uncovered interest parity; Overshooting
Does the prediction horizon matter for the forward premium anomaly? Evidence from panel data
Keywords: Parity بهره بازپرداخت شده; C23; F31; Forward premium puzzle; Out-of-sample forecast; Uncovered interest parity;
Co-integrating currencies and yield differentials
Keywords: Parity بهره بازپرداخت شده; F31; E43; G14; Exchange rates; Interest rates; Uncovered interest parity; Forward premium puzzle;
Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Keywords: Parity بهره بازپرداخت شده; E43; F31; F41; Uncovered interest parity; Traded currency volatility; Time-varying risk premium; Fundamentalists and chartists; Government bonds;
The forward bias in the ECU: Peso risks vs. fads and fashions
Keywords: Parity بهره بازپرداخت شده; G32; G34; Forward bias; Uncovered interest parity; Tests; Peso problem; ERM; ECU;
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Keywords: Parity بهره بازپرداخت شده; C22; F31; F41Forward premium anomaly; Uncovered Interest Parity; Nonlinearity; LSTR models
The Chinese economies in global context: The integration process and its determinants
Keywords: Parity بهره بازپرداخت شده; F31; F41; Uncovered interest parity; Real interest parity; Purchasing power parity; Exchange rates; Capital mobility; Market integration;
Uncovered interest parity: it works, but not for long
Keywords: Parity بهره بازپرداخت شده; C22; F31; F39; Uncovered interest parity; Settlement; Foreign exchange; High frequency data;
Testing forward rate unbiasedness allowing for persistent regressors
Keywords: Parity بهره بازپرداخت شده; F31; C22; Forward premium; Local-to-unity; Predictability; Uncovered Interest Parity; Near-unit root;