Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 4 of 4 for “"UIP condition"”.
-
Forward Premium Puzzle
… via testing for the uncovered interest parity (UIP) condition. Chapter 1 provides a survey on this recent literature. Specifically, it attempts to answer the following question: are the economies of developing countries different from those of developed countries in the context of the UIP …
-
Three Essays on International Financial Market Linkages
… deviations from the uncovered interest parity (UIP) condition (or time-varying risk premium) using data from the G7 countries. To analyze the relationship between the risk premium and macroeconomic risk factors, we employ VAR-GARCH-in-mean models. The results show that the currency risk premium …
-
A small open economy modelling: A Bayesian DSGE approach
… policy and an uncovered interest rate parity (UIP) modification in an estimated small open economy DSGE model. For this purpose, a small open economy New Keynesian DSGE model developed by Justiniano and Preston (2010a) (i.e., benchmark model for the thesis) is augmented to incorporate the cost …
-
A small open economy modelling: A Bayesian DSGE approach
… policy and an uncovered interest rate parity (UIP) modification in an estimated small open economy DSGE model. For this purpose, a small open economy New Keynesian DSGE model developed by Justiniano and Preston (2010a) (i.e., benchmark model for the thesis) is augmented to incorporate the cost …