Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Is it Risk? Explaining Deviations from Uncovered Interest Parity

1 references·16 citing·48 second hop

FromToDepth

this work references cited by second hop

References

1985Floating Exchange Rates: Experience and Prospects248 cited

Cited by

1995Chapter 37 Puzzles in international financial markets213 cited
1993Accounting for Forward Rates in Markets for Foreign Currency208 cited
1998Rethinking Deviations From Uncovered Interest Parity: the Role of Covariance Risk and Noise171 cited
1992Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration149 cited
1989Tests of international CAPM with time‐varying covariances147 cited
1993Macroeconomic Influences and the Variability of the Commodity Futures Basis138 cited
2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle133 cited
1990Can a time-varying risk premium explain excess returns in the forward market for foreign exchange?118 cited
1997Real exchange-rate prediction over long horizons111 cited
2010Speculative capital and currency carry trades106 cited
1986How Integrated are World Capital Markets? Some New Tests92 cited
n.d.NBER Macroeconomics Annual 1987, Volume 290 cited
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets86 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1992

Is it signalling? Exchange intervention and the dollar-Deutschemark rate

83 cited

2003Incomplete Consumption Risk Sharing and Currency Risk Premiums79 cited

1987Are Exchange Rates Excessively Variable?76 cited