Credit Migration and Covered Interest Rate Parity

International Finance Discussion Paper ◽

10.17016/ifdp.2019.1255 ◽

2019 ◽

Vol 2019 (1255) ◽

Author(s):

◽

Gordon Y. Liao ◽

Keyword(s):

Interest Rate ◽

Interest Rate Parity ◽

Rate Parity ◽

Credit Migration

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Credit migration and covered interest rate parity

Journal of Financial Economics ◽

10.1016/j.jfineco.2020.06.002 ◽

2020 ◽

Vol 138 (2) ◽

pp. 504-525 ◽

Author(s):

Gordon Y. Liao

Keyword(s):

Interest Rate ◽

Interest Rate Parity ◽

Rate Parity ◽

Credit Migration

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Is the real interest rate parity condition affected by the method of calculating real interest rates?

Applied Economics ◽

10.1080/00036840701736073 ◽

2010 ◽

Vol 42 (14) ◽

pp. 1771-1782 ◽

Author(s):

Onsurang Pipatchaipoom ◽

Stefan C. Norrbin

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Real Interest Rate ◽

Real Interest Rates ◽

Interest Rate Parity ◽

The Real ◽

Real Interest Rate Parity ◽

Rate Parity ◽

Parity Condition

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A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era

Global Finance Journal ◽

10.1016/j.gfj.2005.05.005 ◽

2005 ◽

Vol 16 (1) ◽

pp. 69-85 ◽

Author(s):

Ahmad Zubaidi Baharumshah ◽

Chan Tze Haw ◽

Stilianos Fountas

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Panel Study ◽

Asian Countries ◽

Interest Rate Parity ◽

Real Interest Rate Parity ◽

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Arbitraging Covered Interest Rate Parity Deviations and Bank Lending

SSRN Electronic Journal ◽

10.2139/ssrn.3782607 ◽

2021 ◽

Author(s):

Lorena Keller

Keyword(s):

Interest Rate ◽

Bank Lending ◽

Interest Rate Parity ◽

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International Interest-Rate Parity Conditions

Springer Texts in Business and Economics - International Finance and Open-Economy Macroeconomics ◽

10.1007/978-3-662-49862-0_4 ◽

2016 ◽

pp. 53-66

Author(s):

Giancarlo Gandolfo

Keyword(s):

Interest Rate ◽

Interest Rate Parity ◽

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Real Interest Rate Parity in the Northeast Asian Countries: Evidence from the Quantile Unit Root Test

SSRN Electronic Journal ◽

10.2139/ssrn.2898567 ◽

2016 ◽

Author(s):

Naranbaatar Batbayar

Keyword(s):

Interest Rate ◽

Unit Root ◽

Real Interest Rate ◽

Unit Root Test ◽

Asian Countries ◽

Interest Rate Parity ◽

Real Interest Rate Parity ◽

Rate Parity ◽

Northeast Asian

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Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies

Global Economic Review ◽

10.1080/1226508x.2010.533842 ◽

2010 ◽

Vol 39 (4) ◽

pp. 351-364 ◽

Author(s):

Ahmad Zubaidi Baharumshah ◽

Venus Khim-Sen Liew ◽

Ron Mittelhammer

Keyword(s):

Interest Rate ◽

Real Interest Rate ◽

Developing Economies ◽

Interest Rate Parity ◽

Real Interest Rate Parity ◽

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Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model

Journal of Econometrics ◽

10.1016/0304-4076(94)01669-q ◽

1995 ◽

Vol 69 (1) ◽

pp. 211-240 ◽

Author(s):

Katarina Juselius

Keyword(s):

Time Series ◽

Interest Rate ◽

Purchasing Power Parity ◽

Multivariate Time Series ◽

Likelihood Inference ◽

Power Parity ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

Long Run ◽

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EXCHANGE CONTROLS, POLITICAL RISK AND THE EUROCURRENCY MARKET: NEW EVIDENCEFROM TESTS OF COVERED INTEREST RATE PARITY

International Economic Journal ◽

10.1080/10168739000080012 ◽

1990 ◽

Vol 4 (2) ◽

pp. 75-86

Author(s):

BRIAN J. CODY

Keyword(s):

Interest Rate ◽

Political Risk ◽

Interest Rate Parity ◽

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A Panel Data Analysis of the Validity of Uncovered Interest Rate Parity (UIRP) in Selected African Countries

Research in World Economy ◽

10.5430/rwe.v7n2p15 ◽

2016 ◽

Vol 7 (2) ◽

Author(s):

Deebii Nwiado ◽

Lezaasi LeneeTorbira

Keyword(s):

Data Analysis ◽

Interest Rate ◽

Panel Data Analysis ◽

African Countries ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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