The impact of interest rate on exchange rate within ASEAN Countries: evidence from linear and nonlinear ARDL frameworks
HFT Ahmed, NS Mazlan - Global Journal of Emerging Market …, 2021 - journals.sagepub.com
This study examines the symmetric and/or asymmetric effects of changes in the interest rate
on exchange rate of the ASEAN countries. It further aims to compare these linkages by using …
on exchange rate of the ASEAN countries. It further aims to compare these linkages by using …
Monetary policy rules and exchange rate uncertainty: A structural investigation in Thailand
K Lueangwilai - Procedia Economics and Finance, 2012 - Elsevier
This paper analyzes monetary policy implementation under an Inflation Targeting (IT)
regime in Thailand. The paper applies the Bayesian Maximum Likelihood estimation to a …
regime in Thailand. The paper applies the Bayesian Maximum Likelihood estimation to a …
Does uncovered interest rate parity hold in Turkey?
Most of the earlier empirical studies focusing on developed countries failed to give evidence
in favor of the Uncovered Interest Rate Parity (UIP). After intensive financial liberalization …
in favor of the Uncovered Interest Rate Parity (UIP). After intensive financial liberalization …
FAİZ ORANI PARİTESİ YAKLAŞIMI ÜZERİNE BİR DEĞERLENDİRME
In this study, empirical studies on covered interest rate parity and uncovered interest rate
parity which are frequently used in the construction of both international finance and open …
parity which are frequently used in the construction of both international finance and open …
[PDF][PDF] The exchange rate and interest rate nexus: evidence from the symmetric panel ARDL approach
WA Parry, E Yasmin, AA Bhat - GLIMS J. Manag. Rev …, 2023 - mrt.greatlakes.edu.in
The exchange rate and interest rate nexus is a crucial area of research as it has significant
implications for monetary policy, international trade and financial stability. This article …
implications for monetary policy, international trade and financial stability. This article …
[PDF][PDF] Does the theory of uncovered interest rate parity hold in practice between China and USA?
IR Nyiputen, MA Ugbaka - Int J Multidiscip Innov Res, 2023 - ijmir.org
This research study examined the viability of the premise of uncovered interest rate parity
(UIP) between the two nations using the United States of America (USA) as the anchor …
(UIP) between the two nations using the United States of America (USA) as the anchor …
[PDF][PDF] Assessing the applicability of uncovered interest parity in the South Asian frontier financial markets
WAM De Silva, W Weerasinghe - South Asian J Finance, 2023 - account.sajf.sljol.info
Purpose: The purpose of this research is to establish whether, the Uncovered Interest Parity
(UIP) condition exists in Bangladesh, Pakistan, and Sri Lanka, categorized as the South …
(UIP) condition exists in Bangladesh, Pakistan, and Sri Lanka, categorized as the South …
Revisiting Uncovered Interest Rate Parity: An Empirical Testing Using Bounds Test Approach
This study attempts to provide empirical evidence on the Uncovered Interest Rate Parity
(UIRP) theory with Malaysia taken as a case study. Though theoretically sound, the UIRP …
(UIRP) theory with Malaysia taken as a case study. Though theoretically sound, the UIRP …
Kırılgan beşli ülkelerinde faiz oranı paritesi: kırılmalı birim kök testlerinden kanıtlar
A Mehmet - İktisat Politikası Araştırmaları Dergisi, 2021 - iupress.istanbul.edu.tr
Bu çalışmada literatürde Kırılgan Beşli ülkeleri olarak gruplandırılan Brezilya, Hindistan,
Endonezya, Güney Afrika ve Türkiye için kapsanmamış faiz oranı paritesinin geçerliliği …
Endonezya, Güney Afrika ve Türkiye için kapsanmamış faiz oranı paritesinin geçerliliği …
[PDF][PDF] Exchange Rate and Interest Rate Linkage: the Validity of Uncovered Interest Parity (UIP) in Sri Lanka
C Dharmadasa - Lupcon Center for Business Research (LCBR) …, 2010 - lcbr-archives.com
The objective of this paper is to examine the link between interest rates and exchange rates
in Sri Lanka under the framework of uncovered interest rate parity (UIP) hypothesis between …
in Sri Lanka under the framework of uncovered interest rate parity (UIP) hypothesis between …