Midlands State University Library

Market structure, excess returns in the foreign exchange market and deviations from uncovered interest parity (Record no. 165439)

MARC details
000 -LEADER
fixed length control field 01754nam a22002417a 4500
003 - CONTROL NUMBER IDENTIFIER
control field ZW-GwMSU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240513125344.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 240513b |||||||| |||| 00| 0 eng d
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 10168737
040 ## - CATALOGING SOURCE
Original cataloging agency MSU
Language of cataloging English
Transcribing agency MSU
Description conventions rda
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB1A1 INT
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ozdemir, Nilufer
Relator term author
245 10 - TITLE STATEMENT
Title Market structure, excess returns in the foreign exchange market and deviations from uncovered interest parity
Statement of responsibility, etc. created by Nilufer Ozdemir
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Abingdon:
Name of producer, publisher, distributor, manufacturer Taylor and Francis,
Date of production, publication, distribution, manufacture, or copyright notice 2013
336 ## - CONTENT TYPE
Source rdacontent
Content type term text
Content type code txt
337 ## - MEDIA TYPE
Source rdamedia
Media type term unmediated
Media type code n
338 ## - CARRIER TYPE
Source rdacarrier
Carrier type term volume
Carrier type code nc
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title International economic journal
Volume/sequential designation Volume 27, number 4
520 3# - SUMMARY, ETC.
Summary, etc. This paper contributes to the uncovered interest parity literature by analyzing the role of financial market concentration in determining deviations from the uncovered interest parity condition. The theoretical section of the paper demonstrates that countries with concentrated financial markets will increase their welfare by discouraging financial flows through their manipulation of domestic interest rates. The empirical results support this finding and indicate that the correlation between financial flows and excess returns changes when the concentration ratio is above 0.68. This article suggests that the recent increases in banking sector concentrations around the world are likely to limit international financial flows and this will have welfare implications in countries with concentrated and competitive financial markets.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Financial market integration
Form subdivision Uncovered interest parity
General subdivision Emerging markets, Bank concentration , Interest rate parity
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://doi.org/10.1080/10168737.2012.708050
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Journal Article
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Serial Enumeration / chronology Total Checkouts Full call number Date last seen Copy number Price effective from Koha item type Public note
    Library of Congress Classification     Main Library Main Library - Special Collections 17/01/2014 Vol. 27, no. 2 (pages 587-608)   HB1A1 INT 13/05/2024 SP18074 13/05/2024 Journal Article For In house Use