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INTEREST RATE PARITY: SOME NEW EVIDENCE*0
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INTEREST RATE PARITY: SOME NEW EVIDENCE*0 (1989)INTEREST RATE PARITY: SOME NEW EVIDENCE*0MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION (1992)MONETARY AND PORTFOLIO-BALANC…Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques (1989)Testing for the long run rela…Covered Interest Arbitrage and Market Turbulence (1989)Covered Interest Arbitrage an…Covered Interest Parity: A High-Frequency, High-Quality Data Study (1987)Covered Interest Parity: A Hi…The Real Interest Rate: A Multi-Country Empirical Study (1984)The Real Interest Rate: A Mul…On the effects of sterilized intervention (1984)On the effects of sterilized …Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Are Real Interest Rates Equal…Deviations from Purchasing Power Parity in the Long Run (1983)Deviations from Purchasing Po…The Real Interest Rate: A Multi-Country Empirical Study (1982)The Real Interest Rate: A Mul…A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis (1981)A Note on Exchange-Rate Expec…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests (2013)Real interest rate parity hyp…THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS (2009)THE REAL INTEREST RATE DIFFER…Are Real Interest Rates of EU Accession Countries Characterized by Non-Linear Convergence? (2009)Are Real Interest Rates of EU…Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies (2006)Rational speculative bubbles …Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union (2005)Integration or Independence? …Are international real interest rate linkages characterized by asymmetric adjustments? (2005)Are international real intere…Uncovered interest parity: New Zealand' s post-deregulation experience (1998)Uncovered interest parity: Ne…ECONOMETRIC APPROACHES TO EMPIRICAL MODELS OF EXCHANGE RATE DETERMINATION (1991)ECONOMETRIC APPROACHES TO EMP…A Tract on Monetary Reform (1924)International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)Beating the Foreign Exchange Market (1986)Arbitrage in the foreign exchange market: Turning on the microscope (2008)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)How Far Can We Push The "Law of One Price"? (1976)Purchasing power parity (1978)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)The Economics of Exchange Rates (2003)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On the Impossibility of Informationally Efficient Markets (1980)Empirical exchange rate models of the seventies (1983)From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers (2009)Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08 (2009)Carry Trade and Momentum in Currency Markets (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)Presidential Address: Discount Rates (2011)A General Equilibrium Approach To Monetary Theory (1969)In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)Exchange Rate Economics: A Survey (1991)Stock prices and exchange rate dynamics (2005)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)Two-Person Dynamic Equilibrium in the Capital Market (1989)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)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)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1984Exchange Rate Theory and Practice498 cited
  • 1983Deviations from Purchasing Power Parity in the Long Run497 cited
  • 1992MONETARY AND PORTFOLIO-BALANCE MODELS OF EXCHANGE RATE DETERMINATION438 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1973The Interest Rate Parity Theorem: A Reinterpretation327 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1984Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions312 cited
  • 1989Covered Interest Arbitrage and Market Turbulence235 cited
  • 1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis199 cited
  • 1989Testing for the long run relationship between nominal interest rates and inflation using cointegration techniques195 cited
  • 1987Covered Interest Parity: A High-Frequency, High-Quality Data Study182 cited
  • 1984On the effects of sterilized intervention165 cited
  • 1982The Real Interest Rate: A Multi-Country Empirical Study

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128 cited
  • 1984The Real Interest Rate: A Multi-Country Empirical Study121 cited
  • Cited by

    • 2005Are international real interest rate linkages characterized by asymmetric adjustments?22 cited
    • 2009Are Real Interest Rates of EU Accession Countries Characterized by Non-Linear Convergence?21 cited
    • 2009THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON‐LINEAR UNIT ROOT TESTS17 cited
    • 2013Real interest rate parity hypothesis in post-Soviet countries: Evidence from unit root tests16 cited
    • 1998Uncovered interest parity: New Zealand' s post-deregulation experience15 cited
    • 2006Rational speculative bubbles and duration dependence in exchange rates: an analysis of five currencies13 cited
    • 2005Integration or Independence? An Alternative Assessment of Real Interest Rate Linkages in the European Union13 cited
    • 1991ECONOMETRIC APPROACHES TO EMPIRICAL MODELS OF EXCHANGE RATE DETERMINATION13 cited