Relevant bibliographies by topics / Covered interest rate parity

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Covered interest rate parity'

Author: Grafiati
Published: 4 June 2021
Last updated: 6 February 2022

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Journal articles on the topic "Covered interest rate parity"

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DU, WENXIN, ALEXANDER TEPPER, and ADRIEN VERDELHAN. "Deviations from Covered Interest Rate Parity." Journal of Finance 73, no. 3 (May 24, 2018): 915–57. http://dx.doi.org/10.1111/jofi.12620.

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Skinner, Frank S., and Andrew Mason. "Covered interest rate parity in emerging markets." International Review of Financial Analysis 20, no. 5 (October 2011): 355–63. http://dx.doi.org/10.1016/j.irfa.2011.06.008.

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Balke, Nathan S., and Mark E. Wohar. "Nonlinear dynamics and covered interest rate parity." Empirical Economics 23, no. 4 (December 1998): 535–59. http://dx.doi.org/10.1007/bf01205993.

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Balke, Nathan S., and Mark E. Wohar. "Nonlinear dynamics and covered interest rate parity." Empirical Economics 23, no. 4 (December 14, 1998): 535–59. http://dx.doi.org/10.1007/s001810050035.

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Liao, Gordon Y. "Credit migration and covered interest rate parity." Journal of Financial Economics 138, no. 2 (November 2020): 504–25. http://dx.doi.org/10.1016/j.jfineco.2020.06.002.

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Lee, Seungho. "Deviation from Covered Interest Rate Parity in Korea." East Asian Economic Review 7, no. 1 (June 30, 2003): 125–41. http://dx.doi.org/10.11644/kiep.jeai.2003.7.1.104.

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Su, Chi-Wei, Kai-Hua Wang, Ran Tao, and Oana-Ramona Lobonţ. "Does the covered interest rate parity fit for China?" Economic Research-Ekonomska Istraživanja 32, no. 1 (January 1, 2019): 2009–27. http://dx.doi.org/10.1080/1331677x.2019.1642780.

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Kim, Woong Ryeol, and Moon-Kyum Kim. "Analysis of RMB Covered Interest Rate Parity and its Implication." Academic Society of Global Business Administration 16, no. 3 (June 30, 2019): 129–59. http://dx.doi.org/10.38115/asgba.2019.16.3.129.

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Chertman, Fernando. "Deviations From Covered Interest Rate Parity: Evaluating Drivers for Changes." Journal of Quantitative Methods 4, no. 2 (August 31, 2020): 1. http://dx.doi.org/10.29145/2020/jqm/040201.

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This paper evaluates the deviation from covered interest rate parity (CIP) after the great financial crisis. As a new phenomenon, this deviation has been approached both theoretically (violating the no arbitrage condition) and empirically. Through an extensive literature review, this study maps the possible drivers of the deviation and their proxies. We apply the analysis on a set of countries that are not yet explored in the related literature so far, even though represent a significant part of the foreign exchange market. Regarding the results, a significant weight in the financial drivers is obtained. The result claims for a deeper analysis and opens the possibility to evaluate this phenomenon under a new perspective.
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Hartley, Jonathan S. "Covered Interest Rate Parity Deviations in External Emerging Market Sovereign Debt." Journal of Fixed Income 29, no. 4 (January 3, 2020): 92–99. http://dx.doi.org/10.3905/jfi.2020.1.080.

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Dissertations / Theses on the topic "Covered interest rate parity"

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Stone, Garry Brooks. "An empirical analysis of the impact of differential tax rates and transaction costs upon covered interest-rate-parity." Connect to resource, 1985. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1262102154.

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Ruthberg, Richard, and Steven Zhao. "Interest Rate Parity and Monetary Integration: A Cointegration Analysis of Sweden and the EMU." Thesis, KTH, Matematik (Inst.), 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146277.

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This thesis provides a thorough analysis of the covered- and uncovered interest parity conditions (CIP, UIP) as well as the forward rate unbiasedness hypothesis (FRUH) for Sweden and the European Economic and Monetary Union (EMU). By studying data on interbank rates in Sweden (STIBOR) and the EMU (EURIBOR) as well as the corresponding spot- and forward exchange rates, monetary integration and country-specific risks are determined and analyzed with direct applications to the potential entry of Sweden into the EMU. As interest rate parity in general gives insight into market efficiency and frictions between the chosen regions, such points are discussed in addition to EMU entry. Drawing on past studies that mainly studied one condition in isolation, a nested formulation of interest rate parity is instead derived and tested using cointegration and robust estimation methods. The results point to a strict rejection of the FRUH for all horizons except the shortest and a case where CIP only holds for the 6-month horizon and partially over one year. This implies, based on the nested formulation, that UIP is rejected for all horizons as well. Ultimately, the study concludes that a Swedish entry into the EMU is not motivated given the lackluster results on UIP and due to the lack of monetary integration.
Den här uppsatsen presenterar en djupgående analys av det kurssäkrade- och icke-kurssäkrade ränteparitetsvillkoret samt den effektiva marknadshypotesen på valutaterminer för Sverige och den europeiska ekonomiska och monetära unionen (EMU). Genom att studera data på interbankräntor i Sverige (STIBOR) och EMU (EURIBOR) samt respektive spot- och valutaterminskurser så skattas och analyseras monetär integration samt landsspecifika risker med en direkt tillämpning på Sveriges eventuella inträde i EMU. Eftersom ränteparitet generellt ger insikt i marknadseffektivitet och friktioner regioner emellan, diskuteras även dessa punkter utöver ett eventuellt EMU-inträde. Genom att bygga på föregående studier som i huvudsak studerar ränteparitetsvillkoren var för sig, härleds en sekventiell formulering av villkoren som sedan testas med kointegration och robusta estimeringsmetoder. Resultaten ger att den effektiva marknadshypotesen strikt förkastas på alla tidshorisonter förutom på en dag respektive en vecka, samt att kurssäkrad ränteparitet håller på 6 och delvis 12 månaders sikt. Baserat på den sekventiella formuleringen så innebär detta att icke-kurssäkrad ränteparitet inte håller på någon tidshorisont. Slutligen, baserat på både resultat och diskussion, är ett svenskt inträde i EMU inte motiverbart givet negativa resultat för icke-kurssäkrad ränteparitet och avsaknaden av fullständig monetär integration mellan regionerna.
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Costa, Marisa Gomes da. "Fatores determinantes do nível do risco Brasil." Universidade Presbiteriana Mackenzie, 2016. http://tede.mackenzie.br/jspui/handle/tede/977.

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Made available in DSpace on 2016-03-15T19:32:58Z (GMT). No. of bitstreams: 1 Marisa Gomes da Costa.pdf: 2649705 bytes, checksum: 9dfdf2c39e3c4389540dc1f3a8f8d26f (MD5) Previous issue date: 2016-02-01
This study aims to identify the determinants of Brazil country risk level, during the period from February 1995 to August 2015, based on the deviations from the covered interest rate parity condition. These deviations represent a measure of the risk assumed by an investor who choose to invest in a Brazilian security in Brazil, rather than do it abroad. Using Autometrics, an algorithm for automatic model selection, developed by Doornik (2009), thirty-nine explanatories variables were selected from previous studies. The Brazil country risk level is susceptible to changes in the balance of payments, import by GDP, the deviation covered interest rate parity of the previous period, the inflation rate, the change in exports, total debt per GDP, and external debt by exports.
Este estudo propõe-se a identificar os fatores determinantes do nível do risco Brasil, durante o período de fevereiro de 1995 a agosto de 2015, calculado pelos desvios da condição da paridade coberta de juros. Estes desvios representam a medida do risco assumido por um investidor ao optar investir em um título brasileiro no Brasil, ao invés de fazê-lo no exterior. Utilizando a técnica de seleção automática de modelos com a aplicação do algoritmo Autometrics, desenvolvido por Doornik (2009), trinta e nove variáveis explicativas foram selecionadas a partir de estudos anteriores. O nível do risco Brasil é altamente suscetível às variações do balanço de pagamento, da importação por PIB, do desvio da condição da paridade coberta do período anterior, à taxa de inflação, à variação das exportações (em $ e em volume), à dívida total por PIB e à dívida externa pela exportação.
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Van, Heerden Petrus Marthinus Stephanus. "The relationship between the forward– and the realized spot exchange rate in South Africa / Petrus Marthinus Stephanus van Heerden." Thesis, North-West University, 2010. http://hdl.handle.net/10394/4511.

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The inability to effectively hedge against unfavourable exchange rate movements, using the current forward exchange rate as the only guideline, is a key inhibiting factor of international trade. Market participants use the current forward exchange rate quoted in the market to make decisions regarding future exchange rate changes. However, the current forward exchange rate is not solely determined by the interaction of demand and supply, but is also a mechanistic estimation, which is based on the current spot exchange rate and the carry cost of the transaction. Results of various studies, including this study, demonstrated that the current forward exchange rate differs substantially from the realized future spot exchange rate. This phenomenon is known as the exchange rate puzzle. This study contributes to the dynamics of modelling exchange rate theories by developing an exchange rate model that has the ability to explain the realized future spot exchange rate and the exchange rate puzzle. The exchange rate model is based only on current (time t) economic fundamentals and includes an alternative approach of incorporating the impact of the interaction of two international financial markets into the model. This study derived a unique exchange rate model, which proves that the exchange rate puzzle is a pseudo problem. The pseudo problem is based on the generally excepted fallacy that current non–stationary, level time series data cannot be used to model exchange rate theories, because of the incorrect assumption that all the available econometric methods yield statistically insignificant results due to spurious regressions. Empirical evidence conclusively shows that using non–stationary, level time series data of current economic fundamentals can statistically significantly explain the realized future spot exchange rate and, therefore, that the exchange rate puzzle can be solved. This model will give market participants in the foreign exchange market a better indication of expected future exchange rates, which will considerably reduce the dependence on the mechanistically derived forward points. The newly derived exchange rate model will also have an influence on the demand and supply of forward exchange, resulting in forward points that are a more accurate prediction of the realized future exchange rate.
Thesis (Ph.D. (Risk management))--North-West University, Potchefstroom Campus, 2011.
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Kohler, Daniel. "Betting against uncovered interest rate parity." kostenfrei, 2008. http://www.biblio.unisg.ch/www/edis.nsf/wwwDisplayIdentifier/3513.

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Kossa, Khodeu Thuo Zhagnin. "The impact of macrofinancial variables on covered interest parity violations after the 2008 global financial crisis." Master's thesis, Université Laval, 2020. http://hdl.handle.net/20.500.11794/66608.

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Ce mémoire analyse les déterminants des déviations à la parité des taux d’intérêts couverts(PTIC) après la crise financière de 2008. Notre modèle analyse la relation de long terme entre certaines variables macroéconomiques et les déviations mesurées à la PTIC. Nous utilisons les données sur les instruments du marché financier, l’offre de monnaie ainsi que le PIB réel entre 2009 et 2019, pour le Canada et les États-Unis, comme déterminants de ces déviations. Notre approche méthodologique utilise des techniques d’économétrie des séries temporelles. Les paramètres du modèle sont estimés à l’aide des méthodes Fully-Modified OLS (FM-OLS),Dynamic OLS (DOLS) et Integrated modified OLS (IM-OLS). Pour les données couvrant l’horizon de 5 ans, nous trouvons des résultats contradictoires pour l’offre de monnaie, mais établissent une relation négative entre le PIB réel et les déviations observées à la PTIC. Sur un horizon plus long (10 et 20 ans), l’offre de monnaie et le PIB réel ont tous deux un effet négatif sur les déviations de la PTIC mais celui du PIB réel est plus important. En outre, l’inclusion dans le modèle de l’indice de volatilité du marché américain s’est montré significatif dans la plupart des cas.
We analyze the macroeconomic determinants to the deviations from Covered Interest RateParity (CIP) after the 2008 financial crisis. Our model analyzes the long-term relationship between some macroeconomic variables and measured CIP deviations. We use data on financial market instruments, on relative money supply and relative real GDP between 2009 and 2019for Canada and the United States. Our theoretical approach uses time series econometrics tools adapted to non-stationary series and the model parameters are estimated using fully modifiedOLS (FM-OLS), dynamic OLS (DOLS) and integrated modified OLS (IM-OLS) regressions.On the 5 year horizon, the estimated effect of relative money supply on the deviations is mixed.On the other hand, there is a negative relationship between real GDP and the deviations observed. For longer-term horizons (10 and 20 years), both money supply and real output have a negative effect on the deviations. Yet, that of real GDP is stronger. In addition, the inclusion of the VIX volatility index in the model was significant in most cases.
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Berberoglu, Pinar. "The Validity Of The Relative Purchasing Power Parity And The Uncovered Interest Rate Parity Theories For The Dollar/euro Exchange Rate." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/2/12605635/index.pdf.

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This study analyzes validity of the relative purchasing power parity (PPP) and the uncovered interest rate parity (IRP) theories for the dollar/euro exchange rate. The period of analysis is from 1990 to 2003. The dollar/euro exchange rate represents the currencies of a country, the USA, and a region, the Euro Area. The basic data needed for this study are the dollar/euro exchange rate, and the inflation and the interest rates for the USA and the Euro Area. Since the Euro Area was officially formed on January 1st, 1999, we had difficulty in finding the data for the Euro Area. For the lacking Euro Area data, synthetic values are created by using the individual data of Euro Area countries. These synthetic values are treated as the equivalents of the actual values and are used in the parity implied dollar/euro exchange rate calculations. The parity implied dollar/euro exchange rates are compared with the actual dollar/euro exchange rates. Our results indicate that the parity implied dollar/euro exchange rates are statistically significantly different from the actual dollar/euro exchange rates. In other words, both the PPP and the IRP theories do not hold for the dollar/euro exchange rate.
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Zhang, Yifei. "Zero Lower Bound and Uncovered Interest Parity – A Forecasting Perspective." Miami University / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=miami1532698263083492.

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Davies, Orlan. "The Uncovered Interest Rate Parity at the Turn of the 20th Century." Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/cmc_theses/663.

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High interest rate currencies tend to appreciate despite what is be implied by the uncovered interest parity. It is thought that the uncovered interest parity does not hold due to various risks, costs, liquidity issues, and monetary policies. There have been extensive studies into the cause of this phenomenon yet none have examined the period before the formation of the Federal Reserve in 1913. This study examines whether or not the uncovered interest parity holds between the UK, the US, France, Germany, the Netherlands, Belgium, Italy, Spain, and Portugal during this time period to determine if the absence of capital controls and monetary policies allow for the uncovered interest parity to hold. In the end, none of the 213 regressions testing all the country pairs across varying horizons came close to providing support for the uncovered interest parity.
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Ferreira, Alex Luiz. "The real interest rate parity hypothesis : an investigation for developed and emerging markets." Thesis, University of Kent, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418553.

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Books on the topic "Covered interest rate parity"

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Meredith, Guy. Long-horizon uncovered interest rate parity. Cambridge, MA: National Bureau of Economic Research, 1998.

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Fujii, Eiji. Fin de siècle real interest rate parity. Cambridge, MA: National Bureau of Economic Research, 2000.

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Geert, Bekaert. Uncovered interest rate parity and the term structure. Cambridge, MA: National Bureau of Economic Research, 2002.

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Flood, Robert P. Uncovered interest parity in crisis: The interest rate defense in the 1990s. [Washington, D.C.]: International Monetary Fund, Research Department, 2001.

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Juhl, Ted. Covered interest arbitrage: Then vs. now. Cambridge, Mass: National Bureau of Economic Research, 2004.

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Juhl, Ted. Covered interest arbitrage: Then vs. now. Cambridge, MA: National Bureau of Economic Research, 2004.

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Wu, Jyh-lin. Real interest rate parity under regime shifts: Evidence for industrial countries. [Galway]: [Department of Economics, National University of Ireland, Galway], 1998.

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Exchange rate economics: The uncovered interest parity puzzle and other anomalies. Cheltenham, UK: Edward Elgar, 2014.

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Sorbye, Sindre. Parity relationships in transition economies: PPP and interest rate parity in the Baltic states and Russia. Manchester: UMIST, 1997.

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Chŏng, Tae-hŭi. Margin and funding liquidity: An empirical analysis on the covered interest parity in Korea. Seoul, Korea: KDI, 2010.

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Book chapters on the topic "Covered interest rate parity"

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Ghosh, Dilip K. "The Interest Rate Parity, Covered Interest Arbitrage and Speculation under Market Imperfection." In The Changing Environment of International Financial Markets, 69–79. London: Palgrave Macmillan UK, 1994. http://dx.doi.org/10.1007/978-1-349-23161-4_6.

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Alper, C. Emre, and Oya Pinar Ardic. "Covered Interest Parity." In The New Palgrave Dictionary of Economics, 2426–27. London: Palgrave Macmillan UK, 2018. http://dx.doi.org/10.1057/978-1-349-95189-5_2924.

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Alper, C. Emre, and Oya Pinar Ardic. "Covered Interest Parity." In The New Palgrave Dictionary of Economics, 1–2. London: Palgrave Macmillan UK, 2010. http://dx.doi.org/10.1057/978-1-349-95121-5_2924-1.

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Moosa, Imad A., and Razzaque H. Bhatti. "The Covered Interest Parity Hypothesis." In International Parity Conditions, 53–76. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25523-8_3.

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Moosa, Imad A., and Razzaque H. Bhatti. "Covered Interest Parity: The Empirical Evidence." In International Parity Conditions, 239–51. London: Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1007/978-1-349-25523-8_11.

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Gandolfo, Giancarlo. "International Interest-Rate Parity Conditions." In Elements of International Economics, 49–56. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-662-07005-5_4.

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Gandolfo, Giancarlo. "International Interest-Rate Parity Conditions." In Springer Texts in Business and Economics, 53–66. Berlin, Heidelberg: Springer Berlin Heidelberg, 2016. http://dx.doi.org/10.1007/978-3-662-49862-0_4.

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Gandolfo, Giancarlo. "International Interest-Rate Parity Conditions." In International Finance and Open-Economy Macroeconomics, 43–52. Berlin, Heidelberg: Springer Berlin Heidelberg, 2002. http://dx.doi.org/10.1007/978-3-642-59508-0_4.

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De Grauwe, Paul, Michele Fratianni, and Mustapha K. Nabli. "Interest Rate Parity and Imperfect Substitutability." In Exchange Rates, Money and Output, 53–69. London: Palgrave Macmillan UK, 1985. http://dx.doi.org/10.1007/978-1-349-17699-1_4.

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Wang, Feng, Yuanxiang Li, and Cheng Yang. "Covered Interest Arbitrage in Exchange Rate Forecasting Markets." In Frontiers in Algorithmics, 85–96. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-02270-8_11.

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Conference papers on the topic "Covered interest rate parity"

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Lily, Jaratin, Mori Kogid, Dullah Mulok, and Rozilee Asid. "Revisiting Uncovered Interest Rate Parity: An Empirical Testing Using Bounds Test Approach." In Annual International Conferences on Accounting and Finance. Global Science & Technology Forum (GSTF), 2012. http://dx.doi.org/10.5176/2251-1997_af32.

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Yang, D., and X. S. Lu. "Uncovered interest rate parity between the Chinese RMB and the US dollar." In International Conference on Computer Science and Systems Engineering. Southampton, UK: WIT Press, 2015. http://dx.doi.org/10.2495/csse140811.

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Peng, Hongfeng, and Liqin Hu. "Does Interest Rate Parity Work in RMB Forward Pricing? - An Empirical Test on Rolling Sample." In 2008 4th International Conference on Wireless Communications, Networking and Mobile Computing (WiCOM). IEEE, 2008. http://dx.doi.org/10.1109/wicom.2008.2266.

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Aili, Abulimiti, Hongxia Li, Mohamed H. Alhosani, and TieJun Zhang. "Characteristics of Jumping Droplet-Enhanced Condensation on Nanostructured Micromesh Surface." In ASME 2016 5th International Conference on Micro/Nanoscale Heat and Mass Transfer. American Society of Mechanical Engineers, 2016. http://dx.doi.org/10.1115/mnhmt2016-6382.

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Jumping-droplet enhanced condensation has recently attracted huge interest due to its remarkable potential of heat transfer performance enhancement, and studies have been done to design superhydrophobic surfaces with various surface morphologies. We fabricated a superhydrophobic micromesh-covered surface using a facile and scalable method. ESEM condensation experiment results show that droplets in pores formed by the mesh wires had faster growth rate in the upward direction than droplets on wires. This is mainly because of the confining role of the wires and higher heat transfer rate due to larger solid-liquid contact area. Also, these droplets always jumped at the size of pores (∼35 μm) when they coalesced with other droplets on wires. Moreover, droplets in pores were distorted by mesh wires, resulting in larger surface area. Theoretical predictions show, for a specific droplet radius, coalescence jumping of distorted droplets on the mesh-covered surface releases more excess surface free energy, and has larger jumping velocity than that of spherical droplets on the plate surface without mesh. This better performance was further validated by constant exposure of those two surfaces to electron beam during which work of adhesion was gradually increased. As expected, droplets on the mesh-covered surface coalesced and jumped while coalescing droplets on the plate surface could not as the exposure time increased. Our results offer new insights for designing hierarchical structured superhydrophobic surfaces to further enhance the performance of condensation heat transfer processes.
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Alihodžić, Almir, and Anna Zielińska-Chmielewska. "THE FACTORS EFFECTING ON BANK PROFITABILITY: THE CASE OF BOSNIA AND HERZEGOVINA." In 4th International Scientific Conference – EMAN 2020 – Economics and Management: How to Cope With Disrupted Times. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/eman.s.p.2020.41.

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This research includes all banks in Bosnia and Herzegovina and testing internal and external variables on bank profitability indicators. In addition, the profitability of banks in B&H is also influenced by the financial result of operations, which is determined by price and interest rate risk. The primary goal of this paper is to determine, through correlation and regression analysis, the strength and significance of external and internal variables on bank profitability in Bosnia and Herzegovina. The research period covered from 2008: q1 to 2019: q4 on a quarterly database. Also, in this paper, the STATA 13.0 software package will be used. The following dependents variable were used: return on asset (ROA) and return on equity (ROE). The following independent variables were used: the growth rate of net gross/loss (GRNGL), the growth rate of non-performing loans (GRNPL), GDP growth rate (GRGDP), concentration ratio of loans of the largest banks in the system (CR Loans), concentration ratio of deposits of the largest banks in the system (CR Deposits), capital adequacy ratio (CAR) and loan-to-deposit ratio. The total number of observations was 48. The results showed that the significant influence on the dependent variables were the return on equity (ROE) and return on asset (ROA), which has been achieved by the following independent variables, such as the growth rate of net gross/loss, the growth rate of non-performing loans and concentration ratio of loans and deposit of the largest banks.
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Sun, Harold, Dave Hanna, Liangjun Hu, Eric Curtis, James Yi, and Jimi Tjong. "Steady State Engine Test Demonstration of Performance Improvement With an Advanced Turbocharger." In ASME Turbo Expo 2013: Turbine Technical Conference and Exposition. American Society of Mechanical Engineers, 2013. http://dx.doi.org/10.1115/gt2013-94286.

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Heavy EGR required on diesel engines for future emission regulation compliance has posed a big challenge to conventional turbocharger technology for high efficiency and wide operation range. This study, as part of the U.S. Department of Energy sponsored research program, is focused on advanced turbocharger technologies that can improve turbocharger efficiency on customer driving cycles while extending the operation range significantly, compared to a production turbocharger. The production turbocharger for a medium-duty truck application was selected as a donor turbo. Design optimizations were focused on the compressor impeller and turbine wheel. On the compressor side, advanced impeller design with arbitrary surface can improve the efficiency and surge margin at low end while extending the flow capacity, while a so-called active casing treatment can provide additional operation range extension without compromising compressor efficiency. On the turbine side, mixed flow turbine technology was revisited with renewed interest due to its performance characteristics, i.e. high efficiency at low-speed ratio, relative to the base conventional radial flow turbine, which is relevant to heavy EGR operation for future diesel applications. The engine dynamometer test shows that the advanced turbocharger technology enables over 3% BSFC improvement at part-load as well as full-load condition, in addition to an increase in rated power. The performance improvement demonstrated on engine dynamometer seems to be more than what would typically be translated from the turbocharger flow bench data, indicating that mixed flow turbine may provide additional performance benefits under pulsed exhaust flow on an internal combustion engine and in the low-speed ratio areas that are typically not covered by steady state flow bench tests.
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Field, Brandon S., and Pega Hrnjak. "Visualization of Two-Phase Refrigerant and Refrigerant-Oil Flow in a Microchannel." In ASME 2007 International Mechanical Engineering Congress and Exposition. ASMEDC, 2007. http://dx.doi.org/10.1115/imece2007-43471.

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Visualizations of adiabatic two-phase refrigerant flow in a glass channel of diameter 0.5 mm have been made for three refrigerants: R134a, Propane (R290), and Ammonia (R717), representing a wide span of fluid properties, which covers most of the refrigerants commercially in use. In these visualizations four flow regimes were observed: bubble-slug, slug, slug-annular, and annular. These flow regimes were compared to various flow maps, including some developed for small channels. Flow visualizations were also made with mixtures of R134a and 68-weight POE oil at oil circulation rates of approximately 0.5, 1.5 and 3 percent. This is of interest when considering refrigeration systems, which have a small percentage of oil in circulation that travels through system and through the heat exchangers. When the refrigerant is in a liquid state, this presents little variation in fluid properties, because the concentration is so small. However, when the refrigerant is partly vapor, the oil concentration in the remaining liquid can have significant effect on the fluid properties. In addition, the saturation temperature and pressure of the oil-refrigerant mixture changes with concentration, where a single-phase vapor is never observed in flows of oil-refrigerant mixtures, even at temperatures exceeding the saturation temperature of the pure mixture. This effect is known as “apparent superheat”.
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Najab, M., Ch Jeanneau, H. Serne, M. Jozefowicz, and Y. Sultan. "INTERACTION OF HUMAN ENDOTHELIAL CELLS WITH HEPARIN-LIKE POLYMERS : INSOLUBLE SULPHONATED POLYSTYRENE RESINS." In XIth International Congress on Thrombosis and Haemostasis. Schattauer GmbH, 1987. http://dx.doi.org/10.1055/s-0038-1643094.

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It was previously demonstrated that insoluble sulphonated polystyrene resins possessed an anticoagulant heparin-like activity in the presence of plasma. The antithrombic activity is dependent on the surface density of the sulphonated groups and involves plasmatic anti T-III. This anticoagulant activity makes this material interesting for blood compatibility concerning its effect on the coagulation system. As these anticoagulant biomaterials may be used “in vivo”, their compatibility with endothelial cells (EC) is of great interest. In the present study, EC from human umbilical cord vein were cultured in 96 well plates in presence and absence of cryoprecipitate considered as the reference culture surfaces, and in wells covered with sulphonated polystyrene beads (SPB). Cell growth in this various conditions was observed and the following parameters were compared : rate of growth of EC, presence of Von Willebrand factor (VWF) by immunofluorescence, release and synthesis of EC specific antigens : VWF, tissue plasminogen activator (T-PA) and tissue plasminogen activator inhibitor (PAI). On SPB, cellular growth was found to be in a normal range but cell morphology was somewhat different. VWF antigen was identified in cells grown either on SPB or on reference wells. Non stimulated cells, incubated in serum free medium released a basic level of VWF in the supernatant. Thrombin enhanced the release of VWF from cells cultured on coated or uncoated dishes and from cells cultured on wells covered with SPB as well. In paralell, VWF in cell extracts decreased after thrombin stimulation and no difference was observed with cells cultured in presence or in absence of SPB. Without stimulation a small amount of t-PA was only observed in the supernatant 24 H samples. Thrombin stimulation induced a comparable release of t-PA from cells cultured either on SPB or reference surfaces. t-PA synthesis, measured in cell extracts did not show significant differences. In contrast, SPB inhibited the release of PAI from EC stimulated or not stimulated by thrombin. Studies are in progress to determine whether PAI is released and absorbed by SPB or absent from the cells.
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Maroš, Milan, Jarmila Hudáková, and Michal Levický. "Analysis of regional disparities in the Slovak Republic by examining selected indicators." In XXIII. mezinárodní kolokvium o regionálních vědách / 23rd International Colloquium on Regional Sciences. Brno: Masaryk University Press, 2020. http://dx.doi.org/10.5817/cz.muni.p210-9610-2020-4.

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Regional disparities are typical for many countries of the world, as well as for the Slovak Republic. Increasing regional disparities is not in the interest of any country, and is, therefore, a constantly monitored issue. The aim of this article is to analyze the development of regional differences in the Slovak Republic through selected indicators. We performed the analysis at the level of the NUTS III category in the years 1995 to 2018. As selected indicators, we have chosen the development of regional GDP per capita in euros and in purchasing power parity. Several methods can be used to examine the evolution of regional differences. We mainly used the characteristics of variability and also the average growth rate, with which we tried to identify changes in regional differences over time. We found that in the observed period, the differences between the regions of Slovakia increased overall, but the increase in differences prevailed mainly in the pre-crisis years. In recent years, we have seen a slight convergence between the regions. The government in each country always tries to put in place different measures to address this issue, but it does not always succeed. Given the current world situation associated with COVID-19, it is very difficult to predict developments in the coming years.
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Haque, Mohammad Rejaul, and Amy Rachel Betz. "Frost Formation on Aluminum and Hydrophobic Surfaces." In ASME 2018 16th International Conference on Nanochannels, Microchannels, and Minichannels. American Society of Mechanical Engineers, 2018. http://dx.doi.org/10.1115/icnmm2018-7609.

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Ice and frost formation on the surfaces of car windshield, airplanes, air-conditioning duct, transportation, refrigeration and other structures is of great interest due to its negative impact in the efficiency and reliability of the system. Frost formation is a complex and fascinating phenomenon. Frequent defrosting are required to remove the ice that causes economic losses. In order to delay the freezing phenomenon, hydrophobic surfaces (Al-H) were prepared using a very simple and low cost method by dip coating of Aluminum in Teflon© and FC - 40 solution at a ratio of 2:10. Later, the samples were placed on a freezing stage in a computer controlled environmental chamber. The freezing stage was held at a constant temperature of 265 ± 0.5 K. The environmental temperature was set to 295 ± 0.5 K and the relative humidity (RH) was set to 40% and 60% respectively. The samples were observed via optical microscopy from the top and videos of the freezing dynamics were captured. The time required for the whole surface to freeze was named as ‘Freezing time’ and is determined by investigating the consecutive images. The inter-droplet freezing wave propagation was accelerated via a frozen droplet/area and then propagates through the surface very quickly. Ice bridging was also seen for the frost propagation. However, the maximum freezing front propagation velocity was found for Al surfaces at 60% RH. At 40% RH, the Al surface required approximately 10 ± 1 minutes to freeze while the Al-H surface delay freezing until 15 ± 1 minutes. This is due to a slow rate of nucleation and also increased rate of coalescence. At 60% RH, both surface froze faster than 40% RH. The Al surface required 6.5 ± 1 minutes and the Al-H surface froze after 10 ± 1 minutes. The change in freezing kinetics, freezing time, the size of droplets at freezing, and the surface area covered at freezing are all related to the rate of coalescence of droplets. Again, the added thermal resistance of the coating and less water-surface contact area of the droplet to the cooled hydrophobic surface inhibited the growth rate resulting the freezing delay.
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Reports on the topic "Covered interest rate parity"

1

Du, Wenxin, Alexander Tepper, and Adrien Verdelhan. Deviations from Covered Interest Rate Parity. Cambridge, MA: National Bureau of Economic Research, February 2017. http://dx.doi.org/10.3386/w23170.

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Ordoñez-Callamand, Daniel, José Eduardo Gómez-González, Santiago Gomez-Malagon, and Luis Fernando Melo-Velandia. A rank approach for studying cross-currency bases and the covered interest rate parity. Bogotá, Colombia: Banco de la República, May 2017. http://dx.doi.org/10.32468/be.994.

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Fukuda, Shin-ichi. Strong Sterling Pound and Weak European Currencies in the Crises: Evidence from Covered Interest Parity of Secured Rates. Cambridge, MA: National Bureau of Economic Research, January 2016. http://dx.doi.org/10.3386/w21938.

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Cerutti, Eugenio, Maurice Obstfeld, and Haonan Zhou. Covered Interest Parity Deviations: Macrofinancial Determinants. Cambridge, MA: National Bureau of Economic Research, August 2019. http://dx.doi.org/10.3386/w26129.

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Meredith, Guy, and Menzie Chinn. Long-Horizon Uncovered Interest Rate Parity. Cambridge, MA: National Bureau of Economic Research, November 1998. http://dx.doi.org/10.3386/w6797.

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Bekaert, Geert, Min Wei, and Yuhang Xing. Uncovered Interest Rate Parity and the Term Structure. Cambridge, MA: National Bureau of Economic Research, February 2002. http://dx.doi.org/10.3386/w8795.

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Rowland, Peter. Uncovered interest parity and the USD/COP exchange rate. Bogotá, Colombia: Banco de la República, January 2003. http://dx.doi.org/10.32468/be.227.

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Galí, Jordi. Uncovered Interest Parity, Forward Guidance, and the Exchange Rate. Cambridge, MA: National Bureau of Economic Research, February 2020. http://dx.doi.org/10.3386/w26797.

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Engel, Charles, Dohyeon Lee, Chang Liu, Chenxin Liu, and Steve Pak Yeung Wu. The Uncovered Interest Parity Puzzle, Exchange Rate Forecasting, and Taylor Rules. Cambridge, MA: National Bureau of Economic Research, November 2017. http://dx.doi.org/10.3386/w24059.

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Dooley, Michael, and Menzie Chinn. Financial Repression and Capital Mobility: Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration. Cambridge, MA: National Bureau of Economic Research, November 1995. http://dx.doi.org/10.3386/w5347.

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