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A reexamination of the uncovered interest rate parity hypothesis · Study

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ArticleA reexamination of the uncovered interest rate parity hypothesis

Antoine Frachot1996

Article1996

A reexamination of the uncovered interest rate parity hypothesis

Antoine Frachot

50 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1985A Theory of the Term Structure of Interest Rates 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 1996A YIELD‐FACTOR MODEL OF INTEREST RATES 1984Forward and spot exchange rates 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1991Target Zones and Exchange Rate Dynamics 1990Anomalies: Foreign Exchange 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations

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2008Common Risk Factors in Currency Markets 1996Affine Models of Currency Pricing 2011The Real Exchange Rate, Real Interest Rates, and the Risk Premium 2009Rare Disasters and Exchange Rates 2002Capital mobility for developing countries may not be so high 2001Price and volatility spillovers between interest rate and exchange value of the US dollar

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Details

Year1996

Typearticle

Published1996-06-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations50

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0261-5606(96)00008-3

openalex_workW2054539176

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2011

Countercyclical Currency Risk Premia

2010Countercyclical Currency Risk Premia