Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474)
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scientific article; zbMATH DE number 7656108
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| English | Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations |
scientific article; zbMATH DE number 7656108 |
Statements
Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (English)
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22 February 2023
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UIP
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exchange rate
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nonlinearities
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asymmetric adjustment
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CVaR (Cointegrated VAR)
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STCVAR (Smooth Transition Cointegrated VAR)
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interest rate expectations
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interest rate announcements
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0.761539101600647
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0.7282455563545227
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0.7188991904258728
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0.7160696387290955
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0.7096453905105591
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