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Uncovered interest parity and the USD/COP exchange rate
16 references·0 citing·41 second hop
Uncovered interest parity and the USD/COP exchange rate (2003)Uncovered interest parity and the USD/COP…The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…The forward premium puzzle: different tales from developed and emerging economies (2000)The forward premium puzzle: d…Exchange Rate Economics (1996)Exchange Rate EconomicsPuzzles in International Financial Markets (1994)Puzzles in International Fina…A reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Exchange Rate Economics: A Survey (1991)Exchange Rate Economics: A Su…Co-integration and Error Correction: Representation, Estimation, and Testing (1991)Co-integration and Error Corr…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Beating the Foreign Exchange Market (1986)Beating the Foreign Exchange …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination (1980)Fluctuations in the Dollar: A…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Mean Reversion in Stock Prices: Evidence and Implications (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Forecasting Prices and Excess Returns in the Housing Market (1990)Speculative Dynamics (1991)Coordination of Expectations in Asset Pricing Experiments (2004)Extrapolation and bubbles (2018)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)An Intertemporal Capital Asset Pricing Model (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Forward and spot exchange rates (1984)Technical trading rule profitability and foreign exchange intervention (1999)Agent-based computational finance: Suggested readings and early research (2000)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk (2007)Safe Haven Currencies (2010)Common Risk Factors in Currency Markets (2011)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Economic Action and Social Structure: The Problem of Embeddedness (1985)Efficient Capital Markets: II (1991)The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment (2011)Rare Disasters and Exchange Rates * (2015)Oil prices and the rise and fall of the US real exchange rate (1998)Affine Term Structure Models and the Forward Premium Anomaly (2001)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Convergence Across States and Regions (1991)Public Capital and Private Sector Performance (1991)A Cointegration Analysis of Treasury Bill Yields (1992)Smart Money, Noise Trading and Stock Price Behaviour (1993)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1991Co-integration and Error Correction: Representation, Estimation, and Testing946 cited
  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 1994Puzzles in International Financial Markets523 cited
  • 2000The forward premium puzzle: different tales from developed and emerging economies501 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited
  • 1986Beating the Foreign Exchange Market450 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • 1991Exchange Rate Economics: A Survey397 cited
  • 1996Exchange Rate Economics296 cited
  • 1980Fluctuations in the Dollar: A Model of Nominal and Real Exchange Rate Determination

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