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On some international parity conditions
16 references·12 citing·39 second hop
On some international parity conditions (1986)On some international parity conditionsThe Economics of Exchange Rates (2004)The Economics of Exchange Rat…MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Forward and spot exchange rates (1984)Forward and spot exchange rat…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…A model of international asset pricing (1981)A model of international asse…The "Speculative Efficiency" Hypothesis (1980)The "Speculative Efficiency" …Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating (1977)The Exchange Rate, The Balanc…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…International Volatility and Economic Growth: The First Ten Years of The International Seminar on MacroeconomicsInternational Volatility and …The existence of uncovered interest parity in the CIS countries (2014)The existence of uncovered in…EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY (2007)EXCHANGE RATE DETERMINATION I…Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets (2005)Real Interest Rate Parity: Lo…Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory (2004)Exchange Rate Misalignment in…Real Interest Rate Parity under Regime Shifts and Implications for Monetary Policy (2000)Real Interest Rate Parity und…Econometric methods and purchasing power parity: short- and long-run PPP (1998)Econometric methods and purch…ARE ASIAN MARKETS INTEGRATED? EVIDENCE FOR SIX COUNTRIES VIS-A-VIS JAPAN (1997)ARE ASIAN MARKETS INTEGRATED?…SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES (1996)SOME EVIDENCE ON MEAN REVERSI…International linkages between short-term real interest rates (1996)International linkages betwee…A Correct Test of Purchasing Power Parity: The Case of Pak-Rupee Exchange Rates (1996)A Correct Test of Purchasing …INTEREST RATE PARITY: SOME NEW EVIDENCE*0 (1989)INTEREST RATE PARITY: SOME NE…Dynamics of real interest differentials (1988)Dynamics of real interest dif…Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)The monetary approach to the balance of payments (1977)Order Flow and Exchange Rate Dynamics (1999)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)Are Government Bonds Net Wealth? (1974)Empirical Tests of the Consumption‐Oriented CAPM (1989)The World Price of Foreign Exchange Risk (1995)International Asset Pricing and Portfolio Diversification with Time-Varying Risk (1997)Purchasing power parity (1978)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)Real and nominal exchange rates in the long run: An empirical investigation (1990)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules (1999)On the Complexities of Complex Economic Dynamics (1999)Perspectives on the recent currency crisis literature (1999)On Jump Processes in the Foreign Exchange and Stock Markets (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1981A model of international asset pricing807 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1977The Exchange Rate, The Balance Of Payments and Monetary and Fiscal Policy Under A Regime of Controlled Floating480 cited
  • n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics458 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?

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429 cited
  • 1980The "Speculative Efficiency" Hypothesis402 cited
  • Cited by

    • 2000Real Interest Rate Parity under Regime Shifts and Implications for Monetary Policy34 cited
    • 1989INTEREST RATE PARITY: SOME NEW EVIDENCE*032 cited
    • 1996SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES27 cited
    • 1988Dynamics of real interest differentials27 cited
    • 1997ARE ASIAN MARKETS INTEGRATED? EVIDENCE FOR SIX COUNTRIES VIS-A-VIS JAPAN25 cited
    • 2007EXCHANGE RATE DETERMINATION IN PAKISTAN: EVIDENCE BASED ON PURCHASING POWER PARITY THEORY22 cited
    • 2014The existence of uncovered interest parity in the CIS countries21 cited
    • 1996International linkages between short-term real interest rates19 cited
    • 1998Econometric methods and purchasing power parity: short- and long-run PPP17 cited
    • 1996A Correct Test of Purchasing Power Parity: The Case of Pak-Rupee Exchange Rates15 cited
    • 2005Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets14 cited
    • 2004Exchange Rate Misalignment in Pakistan: Evidence from Purchasing Power Parity Theory12 cited