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Uncovered Interest Parity: Cross‐Sectional Evidence
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Uncovered Interest Parity: Cross‐Sectional Evidence (2011)Uncovered Interest Parity: Cross‐Sectiona…Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies* (2009)Uncovered Interest Parity at …The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk (2007)The Cross Section of Foreign …PRICE‐BASED MEASUREMENT OF FINANCIAL GLOBALIZATION: A CROSS‐COUNTRY STUDY OF INTEREST RATE PARITY (2007)PRICE‐BASED MEASUREMENT OF FI…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Modern History of Exchang…Monetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…Uncovered Interest Parity in Crisis (2002)Uncovered Interest Parity in …Uncovered Interest Parity Revisited (2001)Uncovered Interest Parity Rev…The forward premium puzzle: different tales from developed and emerging economies (2000)The forward premium puzzle: d…Extreme support for uncovered interest parity (1998)Extreme support for uncovered…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Fixes: Of the Forward Discount Puzzle (1996)Fixes: Of the Forward Discoun…A reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…Accounting for Forward Rates in Markets for Foreign Currency (1993)Accounting for Forward Rates …Short Rates and Expected Asset Returns (1990)Short Rates and Expected Asse…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeForward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies (2021)The existence and severity of…Uncovered interest parity puzzle: Asymmetric responses (2012)Uncovered interest parity puz…Forward and spot exchange rates (1984)Continuous Auctions and Insider Trading (1985)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Carry Trades and Currency Crashes (2008)Carry Trades and Currency Crashes (2008)What do we learn from the price of crude oil futures? (2010)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Asset‐pricing Puzzles and Incomplete Markets (1993)Rethinking Deviations From Uncovered Interest Parity: the Role of Covariance Risk and Noise (1998)The carry trade and fundamentals: Nothing to fear but FEER itself (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Expectations and Exchange Rate Dynamics (1976)Safe Haven Currencies (2010)Common Risk Factors in Currency Markets (2011)Empirical exchange rate models of the seventies (1983)Discretion versus policy rules in practice (1993)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)Crash-neutral currency carry trades (2014)Exchange Rates, Interest Rates, and the Risk Premium (2016)Puzzles in International Financial Markets (1994)An Economic Evaluation of Empirical Exchange Rate Models (2008)Assessing financial market integration in Asia – Equity markets (2010)Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Do Peso Problems Explain the Returns to the Carry Trade? (2010)The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk: Comment (2011)Currency momentum strategies (2012)Optimal Properties of Exponentially Weighted Forecasts (1960)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The forward premium anomaly is not as bad as you think (2000)The monetary dynamics of hyperinflation (1956)Currency crashes in emerging markets: An empirical treatment (1996)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)From Financial Crash to Debt Crisis (2011)The Quarterly Journal of Economics (2024)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)
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References

  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 2007The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk528 cited
  • 2000The forward premium puzzle: different tales from developed and emerging economies501 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 1993Accounting for Forward Rates in Markets for Foreign Currency208 cited
  • 2002Uncovered Interest Parity in Crisis206 cited
  • 2001Uncovered Interest Parity Revisited192 cited
  • 1996Fixes: Of the Forward Discount Puzzle123 cited
  • 1998Extreme support for uncovered interest parity96 cited
  • 1990Short Rates and Expected Asset Returns69 cited
  • 2009Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies*34 cited
  • 2007

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PRICE‐BASED MEASUREMENT OF FINANCIAL GLOBALIZATION: A CROSS‐COUNTRY STUDY OF INTEREST RATE PARITY
30 cited

Cited by

  • 2021The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies23 cited
  • 2012Uncovered interest parity puzzle: Asymmetric responses13 cited