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7.867  Articles
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This work verifies the uncovered interest rates parity (UIP) in the FX (foreign exchange) emerging markets by using the panel cointegration technique. The data involves several developing countries that compose the EMBI+ Global Index. We compare the resul... see more

The forward exchange rate is widely used in international finance whenever the analysis of the expected depreciation is needed. It is also used to identify currency risk premium. The difference between the spot rate and the forward rate is supposed to be ... see more

Este trabalho usa dados brasileiros do período 1992:1-2004:2 e dois diferentes métodos (aproximação sob a hipótese de lognormalidade e calibração) para avaliar a existência de um "equity-premium puzzle" no Brasil. Em contraste com alguns trabalhos prévios... see more

The purpose of this paper is to analyze the JPY/USD and the CAD/USD forward exchange premiums by adopting the ARCH/GARCH modeling, given its descriptive and predictive advantages. We estimate a symmetric linear model by taking into account the effect of t... see more

AbstractIt is well known that the forward exchange rate and the realised future spot exchange rate differ. This phenomenon is better known as the exchange rate puzzle. Two approaches were followed to ascertain whether this difference is due to the weak ex... see more

A global crisis that has left continents and countries wage a lingering battle to their recession as they put up an inspirited battle to form a concerted approach to solve the puzzle. This global phenomenon has formed a base of linking it to a number of s... see more

The fluctuating exchange is so risky and can cause the loss to Islamic Banks. The hedging instrument on the exchange rate based on Islamic principles to manage this risk is needed. Dewan Syariah Nasional Majelis Ulama Indone­sia (DSN MUI) has issued a fat... see more

This article investigates the relationship between ex-post Equity Risk Premium (ERP) on the Colombian stock market and the economic cycles observed in the country using methodologies based on the Hodrick-Prescott and Kalman filters. Accordingly, a short-t... see more

This paper empirically investigates the volatility dynamics of the EUR/USD forward premium via GARCH-M (1,1) and GJR-GARCH(1,1) and GJR-GARCH(1,1)-M models. Our empirical analysis is based on daily data related to the EUR/USD forward premiums. Our daily a... see more

1 of 788 pages  |  10  records  |  more records»