debase 发表于 2025-3-28 15:54:55

http://reply.papertrans.cn/48/4719/471858/471858_41.png

capsule 发表于 2025-3-28 19:49:13

The Covered Interest Parity Hypothesis, interest rate differential (the actual forward rate is equal to its interest parity rate). Once equality is reached, any opportunity for arbitrage profit will be eliminated; consequently, the tendency for the movement of funds in either direction will disappear.

砍伐 发表于 2025-3-29 02:18:40

Purchasing Power Parity: Model Specification and Related Econometric Issues,mean reversion in the real exchange rate. In the jargon of cointegration analysis, this specification implies the imposition of the restriction of (1,−1,1) on the cointegrating vector. Hence it is the real exchange rate, not the residuals of the unrestricted cointegrating vector, that is tested for

Fortify 发表于 2025-3-29 05:06:48

http://reply.papertrans.cn/48/4719/471858/471858_44.png

惩罚 发表于 2025-3-29 07:44:02

Imad A. Moosa,Razzaque H. Bhatti sowie Hausaufgaben für die Kinder zur weiteren Bearbeitung einer für sie lebensbestimmenden Thematik. Ein weiteres ausführliches Kapitel ist der Elternarbeit gewidmet. .In dem vorliegenden Buch finden sich in 978-3-642-44924-6978-3-642-44925-3

OREX 发表于 2025-3-29 14:55:40

http://reply.papertrans.cn/48/4719/471858/471858_46.png

Tincture 发表于 2025-3-29 18:03:40

http://reply.papertrans.cn/48/4719/471858/471858_47.png

pacific 发表于 2025-3-29 19:48:36

http://reply.papertrans.cn/48/4719/471858/471858_48.png

娘娘腔 发表于 2025-3-30 00:42:32

Testing for Stationarity and Unit Root,The objective of this chapter is to present some of the most widely used tests of stationarity and unit root. These tests are widely used in the literature on international parity conditions as tests for the order of integration, mean reversion and cointegration.

亚当心理阴影 发表于 2025-3-30 06:04:27

Covered Interest Parity: The Empirical Evidence,The objective of this chapter is to present an outline of the various procedures employed to test the covered interest parity hypothesis. This is followed by an overview of the empirical evidence related to some of the factors believed to contribute to deviations from the CIP condition.
页: 1 2 3 4 [5] 6
查看完整版本: Titlebook: International Parity Conditions; Theory, Econometric Imad A. Moosa,Razzaque H. Bhatti Book 1997 Imad A. Moosa and Razzaque H. Bhatti 1997