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Interest rate parity tests
10 references·4 citing·38 second hop
Interest rate parity tests (1981)Interest rate parity testsOne-Way Arbitrage and Its Implications for the Foreign Exchange Markets (1979)One-Way Arbitrage and Its Imp…Covered Interest Arbitrage: Unexploited Profits? Comment (1979)Covered Interest Arbitrage: U…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Taxation and "Abnormal" International Capital Flows (1977)Taxation and "Abnormal" Inter…Eurocurrencies and the International Monetary System. (1977)Eurocurrencies and the Intern…Interest arbitrage in the Euro-currency markets (1976)Interest arbitrage in the Eur…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…A Note on Interest Parity and the Supply of Arbitrage Funds (1970)A Note on Interest Parity and…The Minimum Covered Interest Differential Needed for International Arbitrage Activity (1969)The Minimum Covered Interest …A Tract on Monetary Reform (1924)A Tract on Monetary ReformIs covered interest parity arbitrage extinct? Evidence from the spot USD/Yen (2008)Is covered interest parity ar…Covered Interest Arbitrage: Then versus Now (2006)Covered Interest Arbitrage: T…Time-varying risk premia in the foreign currency futures basis (1996)Time-varying risk premia in t…Exchange rate theories (1989)Exchange rate theoriesThe Theory Of Forward Exchange (1938)The Theory of Forward Exchange and Effects of Government Intervention on the Forward Exchange Market (1959)Flexible exchange rates (1969)International Investment and Interest Rate Linkages under Flexible Exchange Rates (1977)Long-term covered interest parity: evidence from currency swaps (1993)Covered Interest Parity Arbitrage (2022)Covered Interest Arbitrage: Unexploited Profits? (1975)The Impact of Taxation on the Currency-of-Denomination Decision for Long-Term Foreign Borrowing and Lending (1984)A Model of Covered Interest Arbitrage under Market Segmentation (1991)Inflation and the User Cost of Capital: Does Inflation Still Matter? (1997)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)Information and Competitive Price Systems (1976)Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency (1985)Transactions Costs and Covered Interest Arbitrage: Theory and Evidence (1988)Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)The Covered-Arbitrage Schedule: A Critical Survey of Recent Developments (1970)INTEREST RATE PARITY: SOME NEW EVIDENCE*0 (1989)The Ricardian equivalence proposition: evidence from foreign exchange markets (1993)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Sample Splitting and Threshold Estimation (2000)The Economics of Exchange Rates (2003)Violations of uncovered interest rate parity and international exchange rate dependences (2017)Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)Price Movements and Price Discovery in Futures and Cash Markets (1983)Capital mobility in the world economy: Theory and measurement (1986)Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility (2003)Lessons from the evolution of foreign exchange trading strategies (2013)Covered interest parity deviations: Macrofinancial determinants (2021)Foreign currency option values (1983)blurred boundaries: the discourse of corruption, the culture of politics, and the imagined state (1995)Financialisation and the slowdown of accumulation (2004)The integration of the offshore and domestic banking system (1980)A principal components analysis of international financial integration under fixed and floating exchange rate regimes (1982)A STUDY OF INTERNATIONAL FINANCIAL MARKET INTEGRATION: AN EXAMINATION OF THE U.S., HONG KONG AND SINGAPORE MARKETS (1990)
this work references cited by second hop

References

  • 1924A Tract on Monetary Reform1,287 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1969The Minimum Covered Interest Differential Needed for International Arbitrage Activity106 cited
  • 1979Covered Interest Arbitrage: Unexploited Profits? Comment99 cited
  • 1979One-Way Arbitrage and Its Implications for the Foreign Exchange Markets97 cited
  • 1977Taxation and "Abnormal" International Capital Flows69 cited
  • 1976Interest arbitrage in the Euro-currency markets52 cited
  • 1977Eurocurrencies and the International Monetary System.47 cited
  • 1970A Note on Interest Parity and the Supply of Arbitrage Funds42 cited

Cited by

  • 2006Covered Interest Arbitrage: Then versus Now44 cited
  • 1996Time-varying risk premia in the foreign currency futures basis26 cited
  • 1989Exchange rate theories24 cited
  • 2008Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen11 cited

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