- Tytuł:
- THE APPLICATION OF REGRESSION ANALYSIS IN TESTING UNCOVERED INTEREST RATE PARITY
- Autorzy:
-
Kisielińska, Joanna
Czech, Katarzyna - Powiązania:
- https://bibliotekanauki.pl/articles/453467.pdf
- Data publikacji:
- 2013
- Wydawca:
- Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
- Tematy:
-
uncovered interest rate parity
exchange rate
linear regression model - Opis:
- The aim of the paper is to evaluate and compare two linear regression models proposed by Froot and Frankel (1989) and to show their application in verification of the uncovered interest rate parity (UIP) hypothesis in the selected ten exchange rate markets. The paper shows that both models proposed by Froot and Frankel (1989) are formally equivalent, but they may give different regression results. Many researchers claim that uncovered interest rate parity tends to hold more frequently in emerging markets than in developed economies. The paper is focused on five developed and five emerging economies. It is partly confirmed that developing countries work better in terms of UIP.
- Źródło:
-
Metody Ilościowe w Badaniach Ekonomicznych; 2013, 14, 1; 232-242
2082-792X - Pojawia się w:
- Metody Ilościowe w Badaniach Ekonomicznych
- Dostawca treści:
- Biblioteka Nauki
Artykuł