Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union-Reference-Cited by-同舟云学术

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Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union

Published:2020-09 Issue: Volume:553 Page:124257
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Ferreira Paulo,Kristoufek Ladislav

Funder

Fundação para a Ciência e a Tecnologia, Portugal

FEDER/COMPETE, Portugal

Czech Science Foundation

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference75 articles.

1. Financial Integration in the European Union - Measurement and Determination;Lemmen,1996

2. International Macroeconomics;Feenstra,2008

3. Why does the Euro fail? The DCCA approach;Ferreira;Physica A,2016

4. Fixes: on the forward discount puzzle;Flood,1994

5. Uncovered interest parity in crisis: The interest rate defense in the 1990s;Flood,2001

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1. Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach;Finance Research Letters;2024-09

2. Bond yield spreads and exchange market pressure in emerging countries;International Journal of Emerging Markets;2024-04-19

3. Does the Interest Parity Puzzle Hold for Central and Eastern European Economies?;Open Economies Review;2023-10-27

4. Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence;Research in International Business and Finance;2022-12

5. Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression;Physica A: Statistical Mechanics and its Applications;2022-02

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