Federal Reserve Bank of Atlanta, Working Paper Series

Federal Reserve Bank of Atlanta, Working Paper Series articles

4 total articles

Federal Reserve Bank of Atlanta, Working Paper Series back issues:

2002

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Emerging market liberalization and the impact on uncovered interest rate parity: Table 4 predictability of the factors.(Illustration)
August 12, 2002 ... Table 4 Predictability of the Factors The estimated model is: [r.sub.it] = [a.sub.i0] + [a.sub.i1][z.sub.1t-1] + ... + [a.sub.i4][z.sub.4t-1] + [[epsilon].sub.it] for i = Market, SMB, and HML, respectively, from equations (4) to (6)....

Emerging market liberalization and the impact on uncovered interest rate parity: Table 1 changes to interest and exchange rate regimes in liberalized emerging markets.(Illustration)
August 12, 2002 ... Table 1 Changes to Interest and Exchange Rate Regimes in Liberalized Emerging Markets This table documents some of the changes to interest rate and exchange rate regimes around the official liberalization of various emerging markets....

Emerging market liberalization and the impact on uncovered interest rate parity: Table 5 summary statistics of the excess returns, betas, and pricing errors.(Illustration)
August 12, 2002 ... Table 5 Summary Statistics of the Excess Returns, Betas, and Pricing Errors The estimated model equation (2): [r.sub.it] = [beta] ([z'.sub.t-1] [A.sub.mkt]]) + [beta] ([z'.sub.t-1][A.sub.smb]) + [beta] ([z'.sub.t-1][A.sub.hml]) +...

Emerging market liberalization and the impact on uncovered interest rate parity: Table 2 summary statistics of currency excess returns.(Illustration)
August 12, 2002 ... Table 2 Summary Statistics of Currency Excess Returns Currency excess returns are computed as follows. At the beginning of the month a U.S. dollar is converted to local currency at the spot exchange rate against the U.S. dollar and...