Uncovered interest parity and risk premium convergence in Central and Eastern European countries (English)
- New search for: Jiang, C.
- New search for: Li, X. L.
- New search for: Chang, H. L.
- New search for: Su, C. W.
- New search for: Jiang, C.
- New search for: Li, X. L.
- New search for: Chang, H. L.
- New search for: Su, C. W.
In:
ECONOMIC MODELLING
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33
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204-208
;
2013
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ISSN:
- Article (Journal) / Print
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Title:Uncovered interest parity and risk premium convergence in Central and Eastern European countries
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Contributors:
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Published in:ECONOMIC MODELLING ; 33 ; 204-208
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2013-01-01
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Size:5 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 330.0151
- Further information on Dewey Decimal Classification
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Classification:
DDC: 330.0151 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 33
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Forecasting the yield curve and the role of macroeconomic information in TurkeyKaya, H. et al. | 2013
- 8
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On decomposing inequality and poverty changes over time: A multi-dimensional decompositionMussini, Mauro et al. | 2013
- 19
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A DSGE-VAR model for forecasting key South African macroeconomic variablesGupta, R. / Steinbach, R. et al. | 2013
- 34
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The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock marketsTodea, A. / Plesoianu, A. et al. | 2013
- 42
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An inference about the length of the time-to-build periodJung, Yong-Gook et al. | 2013
- 55
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Stock market comovements in Central Europe: Evidence from the asymmetric DCC modelGjika, D. / Horvath, R. et al. | 2013
- 65
-
Terrorism and tourism: A conjunction and ramification in PakistanRaza, Syed Ali / Jawaid, Syed Tehseen et al. | 2013
- 71
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Reverse shooting of exchange ratesWang, Peijie et al. | 2013
- 77
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Prudent consumers: New evidence from the Consumer Expenditure SurveyKim, S. et al. | 2013
- 86
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Private information and its origins in an electronic foreign exchange marketGencay, R. / Gradojevic, N. et al. | 2013
- 94
-
Supply and demand biases in linear interindustry modelsManresa, A. / Sancho, F. et al. | 2013
- 101
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Covariate unit root tests under structural change and asymmetric STAR dynamicsTsong, C. C. / Wu, C. W. / Chiu, H. H. / Lee, C. F. et al. | 2013
- 113
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A multi-period portfolio selection optimization model by using interval analysisLiu, Y. J. / Zhang, W. G. / Zhang, P. et al. | 2013
- 120
-
Testing for Granger non-causality using the autoregressive metricDi Iorio, Francesca / Triacca, Umberto et al. | 2013
- 126
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Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approachSriananthakumar, Sivagowry et al. | 2013
- 137
-
Technology adoption within a search model: Evidence from OECD countriesAlexiadis, S. / Eleftheriou, K. / Nijkamp, P. et al. | 2013
- 149
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Welfare analysis on optimal enterprise tax rate in ChinaJi, J. / Ye, Z. / Zhang, S. et al. | 2013
- 159
-
Some results about the exponential ordering of inactivity timeKayid, M. / Alamoudi, L. et al. | 2013
- 164
-
Mass customization in an endogenous-timing game with vertical differentiationLoginova, O. / Wang, X. H. et al. | 2013
- 174
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An empirical estimation for mean-reverting coal prices with long memorySun, Qi / Xu, Weijun / Xiao, Weilin et al. | 2013
- 182
-
Estimating most productive scale size with double frontiers data envelopment analysisWang, Ying-Ming / Lan, Yi-Xin et al. | 2013
- 187
-
Functional food consumption and depression among the elderly - What can we learn from a longitudinal survey?Chang, H. H. et al. | 2013
- 194
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Operational risk of option hedgingMitra, S. et al. | 2013
- 204
-
Uncovered interest parity and risk premium convergence in Central and Eastern European countriesJiang, C. / Li, X. L. / Chang, H. L. / Su, C. W. et al. | 2013
- 209
-
Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?Ahmad, W. / Sehgal, S. / Bhanumurthy, N. R. et al. | 2013
- 226
-
Does tourism development promote economic growth in transition countries? A panel data analysisChou, Ming Che et al. | 2013
- 233
-
Modelling the terminal gate prices of unleaded petrol in AustraliaValadkhani, Abbas et al. | 2013
- 244
-
Does greater central bank independence really lead to lower inflation? Evidence from panel dataPosso, Alberto / Tawadros, George B. et al. | 2013
- 248
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Dynamic asset pricing model with heterogeneous sentimentsYang, Chunpeng / Zhang, Rengui et al. | 2013
- 254
-
Does globalization affect the insurance markets? Bootstrap panel Granger causality testChang, T. / Cheng, S. C. / Pan, G. / Wu, T. p. et al. | 2013
- 261
-
Immigration, unemployment and GDP in the host country: Bootstrap panel Granger causality analysis on OECD countriesBoubtane, E. / Coulibaly, D. / Rault, C. et al. | 2013
- 270
-
Second-order polynomial spatial error model. Global and local spatial dependence in unemployment in AndalusiaLópez-Hernández, Fernando A. et al. | 2013
- 280
-
Corporate governance under asymmetric information: Theory and evidenceChen, C. W. / Liu, V. W. et al. | 2013
- 292
-
Macroeconomic effects of international remittances: The case of developing economiesGuha, Puja et al. | 2013
- 306
-
Optima exchange crisis regression and twin crisis: Evidences for some MENA countriesAidi, W. et al. | 2013
- 312
-
Short-term inflation forecasting models for Turkey and a forecast combination analysisOgunc, F. / Akdogan, K. / Baser, S. / Chadwick, M. G. / Ertug, D. / Hulagu, T. / Kosem, S. / Ozmen, M. U. / Tekatli, N. et al. | 2013
- 326
-
International factor mobility, monopolistic competition, and wage inequalityPi, Jiancai / Zhou, Yu / Yin, Jun et al. | 2013
- 333
-
Energy exports, globalization and economic growth: The case of South CaucasusChang, Chun-Ping / Berdiev, Aziz N. / Lee, Chien-Chiang et al. | 2013
- 347
-
Why don't banks lend to Egypt's private sector?Herrera, S. / Hurlin, C. / Zaki, C. et al. | 2013
- 357
-
Wealth shocks, credit conditions and asymmetric consumption response: Empirical evidence for the UKMárquez, Elena / Martínez-Cañete, Ana R. / Pérez-Soba, Inés et al. | 2013
- 367
-
A general to specific approach for constructing composite business cycle indicatorsCubadda, Gianluca / Guardabascio, Barbara / Hecq, Alain et al. | 2013
- 375
-
Research on a dynamics with bounded rationality for high-carbon and low-carbon energy economic systemDing, Zhanwen / Wang, Shuxun / Jiang, Shumin et al. | 2013
- 381
-
Current account balances and output volatilityElgin, C. / Kuzubas, T. U. et al. | 2013
- 388
-
Financial sector development and domestic savings in South AsiaSahoo, P. / Dash, R. K. et al. | 2013
- 398
-
An optimal production method for penetrating foreign markets: Standardization, localization, and flexible technologyKwon, Chul-Woo et al. | 2013
- 407
-
Cooperative economic growthDai, Darong et al. | 2013
- 416
-
Direct vs bottom-up approach when forecasting GDP: Reconciling literature results with institutional practiceEsteves, P. S. et al. | 2013
- 421
-
International trade and the negotiability of global climate change agreementsCai, Y. / Riezman, R. / Whalley, J. et al. | 2013
- 428
-
An economic analysis of remittance of unskilled migration on skilled-unskilled wage inequality in labor host regionLi, X. / Zhou, Y. et al. | 2013
- 433
-
A comparison of operating performance management between Taiwan banks and foreign banks based on the Meta-Hybrid DEA modelChiu, Yung-ho / Luo, Zhengying / Chen, Yu-Chuan / Wang, Zebin / Tsai, Min-Pei et al. | 2013
- 440
-
Costly technology adoption, redistribution and growthLahiri, Radhika / Ratnasiri, Shyama et al. | 2013
- 450
-
The dynamic adjustment of factor inputs and its policy implications for major wheat producing areas in ChinaChen, Shuzhang / Oxley, Les / Xu, Zheng / Wang, Yanqing / Ma, Hengyun et al. | 2013
- 458
-
Does the use of multiple FTAs force firms to raise local input share?: Evidence of the spaghetti bowl phenomenonHayakawa, Kazunobu et al. | 2013
- 462
-
Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizonZeng, Y. / Wu, H. / Lai, Y. et al. | 2013
- 471
-
Economic growth and disease in the OLG model: The HIV/AIDS caseAugier, Laurent / Yaly, Amy et al. | 2013
- 482
-
What causes household debt to increase in South Africa?Meniago, Christelle / Mukuddem-Petersen, Janine / Petersen, Mark A. / Mongale, Itumeleng P. et al. | 2013
- 493
-
Optimism bias and incentive contracts in portfolio delegationWang, J. / Sheng, J. / Yang, J. et al. | 2013
- 500
-
A time-consistent model for cooperation in international pollution controlWang, Y. et al. | 2013
- 507
-
Dynamics analysis and chaos control of a duopoly game with heterogeneous players and output limiterDu, J. g. / Fan, Y. q. / Sheng, Z. h. / Hou, Y. z. et al. | 2013
- 517
-
Liquidity and crude oil prices: China's influence over 1996-2011Ratti, R. A. / Vespignani, J. L. et al. | 2013
- 526
-
Effect of piracy on innovation in the presence of network externalitiesBanerjee, D. et al. | 2013
- 533
-
Applying the Model Order Reduction method to a European option pricing modelLin, Shao-Bin / Chen, Chun-Da et al. | 2013
- 537
-
Does financial instability increase environmental degradation? Fresh evidence from PakistanShahbaz, Muhammad et al. | 2013
- 545
-
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market ratesPapadamou, Stephanos et al. | 2013
- 552
-
Stochastic dominance relationships between stock and stock index futures markets: International evidenceQiao, Z. / Wong, W. K. / Fung, J. K. et al. | 2013
- 560
-
Global distribution and dynamics of economic freedom: Non-parametric approachKeseljevic, A. / Spruk, R. et al. | 2013
- 572
-
Macroeconomic shocks and the probability of being employedKornstad, T. / Nymoen, R. / Skjerpen, T. et al. | 2013
- 588
-
Robust goal programming for multi-objective portfolio selection problemGhahtarani, Alireza / Najafi, Amir Abbas et al. | 2013
- 593
-
Pareto-lognormal distributions: Inequality, poverty, and estimation from grouped income dataHajargasht, G. / Griffiths, W. E. et al. | 2013
- 605
-
Credit and bank opaqueness: How to avoid financial crises?de Mendonça, Helder Ferreira / Galvão, Délio José Cordeiro / Loures, Renato Falci Villela et al. | 2013
- 613
-
Open source information, investor attention, and asset pricingZhang, Wei / Shen, Dehua / Zhang, Yongjie / Xiong, Xiong et al. | 2013
- 620
-
Price and liquidity puzzles of a monetary shock: Evidence from indebted African economiesMuhanji, S. / Malikane, C. / Ojah, K. et al. | 2013
- 631
-
An intertemporal microeconomic theory of disembodied and price-induced technical progressCaputo, M. R. / Paris, Q. et al. | 2013
- 641
-
Are crude oil spot and futures prices cointegrated? Not always!Wang, Yudong / Wu, Chongfeng et al. | 2013
- 651
-
Economic impact of CO2 emissions on Thailand's growth and climate change mitigation policy: A modelling analysisVan Hoa, T. / Limskul, K. et al. | 2013
- 659
-
Waiting times and socioeconomic status: Does sample selection matter?Sharma, A. / Siciliani, L. / Harris, A. et al. | 2013
- 668
-
Determining production-shipment policy for a vendor-buyer integrated system with rework and an amending multi-delivery scheduleChiu, S. W. / Lin, L. W. / Chen, K. K. / Chou, C. L. et al. | 2013
- 676
-
Masking of volatility by seasonal adjustment methodsHayat, A. / Bhatti, M. I. et al. | 2013
- 689
-
Real convergence in Europe: A cluster analysisMonfort, Mercedes / Cuestas, Juan Carlos / Ordóñez, Javier et al. | 2013
- 695
-
The nexus between remittance outflows and growth: A study of Saudi ArabiaAlkhathlan, Khalid A. et al. | 2013
- 701
-
An automatic bias correction procedure for volatility estimation using extreme values of asset pricesMaheswaran, S. / Kumar, Dilip et al. | 2013
- 713
-
The (un)reliability of real-time output gap estimates with revised dataInce, O. / Papell, D. H. et al. | 2013
- 722
-
Anchor currency and real exchange rate dynamics in the CFA Franc zoneCouharde, C. / Coulibaly, I. / Damette, O. et al. | 2013
- 733
-
Tobin's Q channel and monetary policy rules under incomplete exchange rate pass-throughIda, Daisuke et al. | 2013
- 741
-
Trade reform, intermediation and corruptionMandal, Biswajit / Marjit, Sugata et al. | 2013
- 747
-
Small sample-oriented case-based kernel predictive modeling and its economic forecasting applications under n-splits-k-times hold-out assessmentLi, Hui / Hong, Lu-Yao / He, Jia-Xun / Xu, Xuan-Guo / Sun, Jie et al. | 2013
- 762
-
Government debt, inflation dynamics and the transmission of fiscal policy shocksMayer, E. / Ruth, S. / Scharler, J. et al. | 2013
- 772
-
Do countries belonging to the same region suggest the same growth enhancing variables? Evidence from selected South Asian countriesCooray, Arusha / Paradiso, Antonio / Truglia, Francesco Giovanni et al. | 2013
- 780
-
Does tourism predict macroeconomic performance in Pacific Island countries?Narayan, Paresh Kumar / Sharma, Susan Sunila / Bannigidadmath, Deepa et al. | 2013
- 787
-
Panel threshold analysis of Taiwan's outbound visitorsChe, Chou Ming et al. | 2013
- 794
-
A barrier option framework for bank interest margin management under anticipatory regret aversionLin, J. H. / Hung, W. M. et al. | 2013
- 802
-
Impact of foreign political instability on Chinese exportsBashir, M. F. / Xu, C. / Zaman, K. / Akhmat, G. / Ikram, M. et al. | 2013
- 808
-
Limited information minimal state variable learning in a medium-scale multi-country modelDieppe, Alistair / Pandiella, Alberto González / Hall, Stephen / Willman, Alpo et al. | 2013
- 826
-
International factor mobility, environmental pollution and skilled-unskilled wage inequality in developing countriesPan, L. / Zhou, Y. et al. | 2013
- 832
-
Duopoly quality commitmentNie, P. y. et al. | 2013
- 843
-
On the relationship between fertility and public national debtFanti, L. / Spataro, L. et al. | 2013
- 850
-
The saving-growth-inequality triangle in ChinaGu, X. / Tam, P. S. et al. | 2013
- 858
-
Habit formation and housing over the life cycleAydilek, A. et al. | 2013
- 867
-
Trade openness and economic growth: Bayesian model averaging estimate of cross-country growth regressionsEri@?, M. N. / Ula@?an, B. et al. | 2013
- 884
-
An asymmetric analysis of the relationship between oil prices and output: The case of TurkeyÇatık, A. Nazif / Önder, A. Özlem et al. | 2013
- 893
-
A hybrid model based on ANFIS and adaptive expectation genetic algorithm to forecast TAIEXWei, L. Y. et al. | 2013
- 900
-
Exchange rate pass-through to inflation in ChinaJiang, Jiadan / Kim, David et al. | 2013
- 913
-
Input-output modelling of the effect of implicit subsidies on general pricesSharify, N. et al. | 2013
- 918
-
On the stationarity of per capita carbon dioxide emissions over a centuryChristidou, M. / Panagiotidis, T. / Sharma, A. et al. | 2013
- 926
-
Can signal extraction help predict risk premia in foreign exchange ratesKiani, K. M. et al. | 2013
- 940
-
Effects of terms of trade on growth performance of IndiaJawaid, Syed Tehseen / Raza, Syed Ali et al. | 2013
- 947
-
Optimum share of public and private sectors in property rights protection: An augmented endogenous growth modelSamadi, Ali Hussein / Ostadzad, Ali Hussein et al. | 2013
- 956
-
Sustainable effects of technological progress and trade liberalizationShachmurove, Yochanan / Spiegel, Uriel et al. | 2013
- 965
-
Coordination costs and research joint venturesFalvey, Rod / Poyago-Theotoky, Joanna / Teerasuwannajak, Khemarat Talerngsri et al. | 2013
- 977
-
Bank liquidity preference and the investment demand constraintKhemraj, Tarron et al. | 2013
- 991
-
National culture, market condition and market share of foreign bankXue, Minggao / Cheng, Wen et al. | 2013