[PDF][PDF] Determinants of interest rate spreads in Sub-Saharan African countries: A dynamic panel analysis

AO Folawewo, D Tennant - A paper prepared for the 13th Annual …, 2008 - academia.edu
Efficient financial intermediation is an important factor in economic development process as
it has implication for effective mobilisation of investible resources. Consequently, banking …

Macroeconomic and market determinants of interest rate spreads in low-and middle-income countries

D Tennant, A Folawewo - Applied Financial Economics, 2009 - Taylor & Francis
Numerous variables exogenous to the operations of commercial banks have been widely
touted in academic literature and popular discourse to be important factors causing the …

How to gauge the credit risk of guarantee issues in a Taiwanese bills finance company: an empirical investigation using a market-based approach

SL Lu, CJ Kuo - Applied Financial Economics, 2005 - Taylor & Francis
This paper presents a formal methodology, using a market-based risk neutral approach, to
gauge the credit risk of guarantee issues in a Taiwanese bills finance company. In particular …

Sovereign credit spreads and the composition of the government budget

A Van Landschoot - Review of World Economics, 2004 - Springer
This paper investigates the relationship between sovereign credit spreads and the
composition of the government budget. The key result of this paper is that governments that …

Exchange rate fluctuations in Croatia: test of uncovered interest rate parity and the open economy model

Y Hsing - Applied Economics Letters, 2007 - Taylor & Francis
This study finds that the US dollar/kuna exchange rate for Croatia is positively influenced by
the expected exchange rate and negatively associated with real M1, the US T-bond rate, the …

雙重上市指數期貨市場之價差套利以及定價, 指數套利與避險比較之研究

王健聰 - 管理與系統, 2016 - ir.lib.nycu.edu.tw
本文主要針對新加坡交易所與日本Osaka 證券交易所雙重上市之Nikkei 225 指數期貨,
以及新加坡與台灣期貨交易所雙重上市之MSCI 台指期貨, 進行下列議題之探討. 首先 …

Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis

R Stefanescu, R Dumitriu, C Nistor - Proceedings of the …, 2009 - papers.ssrn.com
This paper examines the changes induced by the actual financial crisis in the dynamic
relation between the currency rates and the differentials of the interest rates from Romania …

[PDF][PDF] Analysis of the Dynamic Relation between the Currency Rates and the Interest Rates from Romania and Euro Area before and after the Financial Crisis

P Kovács, K Szép, T Katona - Challenges for Analysis of the Economy, the … - core.ac.uk
This paper examines the changes induced by the actual financial crisis in the dynamic
relation between the currency rates and the differentials of the interest rates from Romania …

Analysis of exchange rate fluctuations in Estonia: test of the interest parity condition and the open economy model

Y Hsing - Applied Financial Economics Letters, 2007 - Taylor & Francis
This study finds that the nominal exchange rate in Estonia is positively associated with the
expected exchange rate and negatively influenced by real M1, the foreign interest rate, the …

[引用][C] Spread arbitrage between stock index futures in Taiwan: A cointegration approach

WC Luo - Department of Economics: University of Southampton …, 2002