SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A reexamination of the uncovered interest rate parity hypothesis
16 references·13 citing·34 second hop
A reexamination of the uncovered interest rate parity hypothesis (1996)A reexamination of the uncovered interest…A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)A YIELD‐FACTOR MODEL OF INTER…The new Palgrave dictionary of money and finance (1992)The new Palgrave dictionary o…Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Bond Pricing and the Term Str…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Pricing foreign currency options under stochastic interest rates (1991)Pricing foreign currency opti…Anomalies: Foreign Exchange (1990)Anomalies: Foreign ExchangeForward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …Risk, Uncertainty and Exchange Rates (1987)Risk, Uncertainty and Exchang…Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…The covariation of risk premiums and expected future spot exchange rates (1986)The covariation of risk premi…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…Forward and spot exchange rates (1984)Forward and spot exchange rat…An investigation of risk and return in forward foreign exchange (1984)An investigation of risk and …A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)A Re-Examination of Tradition…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks (2021)An International Dynamic Term…Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates? (2016)Does Incomplete Spanning in I…The International CAPM Redux (2014)The International CAPM ReduxThe Real Exchange Rate, Real Interest Rates, and the Risk Premium (2011)The Real Exchange Rate, Real …Countercyclical Currency Risk Premia (2011)Countercyclical Currency Risk…Countercyclical Currency Risk Premia (2010)Countercyclical Currency Risk…Rare Disasters and Exchange Rates (2009)Rare Disasters and Exchange R…Can Affine Term Structure Models Help Us Predict Exchange Rates? (2009)Can Affine Term Structure Mod…Common Risk Factors in Currency Markets (2008)Common Risk Factors in Curren…Rate‐of‐return Parity in Experimental Asset Markets* (2006)Rate‐of‐return Parity in Expe…Capital mobility for developing countries may not be so high (2002)Capital mobility for developi…Price and volatility spillovers between interest rate and exchange value of the US dollar (2001)Price and volatility spillove…Affine Models of Currency Pricing (1996)Affine Models of Currency Pri…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Continuous Auctions and Insider Trading (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)The Pricing of Options and Corporate Liabilities (1973)An equilibrium characterization of the term structure (1977)Modeling Term Structures of Defaultable Bonds (1999)Prospect Theory and Asset Prices (2001)Forecasting the Term Structure of Government Bond Yields (2003)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)Expectations and Exchange Rate Dynamics (1976)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Differential Equations and Diffusion Processes (1983)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Optimum consumption and portfolio rules in a continuous-time model (1971)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Dynamic Asset Pricing Theory. (1993)Theory of rational option pricing (2005)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)The underpricing of initial public offerings and the partial adjustment phenomenon (1993)Product Mix and Earnings Volatility at Commercial Banks: Evidence from a Degree of Total Leverage Model (2001)Good Day Sunshine: Stock Returns and the Weather (2003)
this work references cited by second hop

References

  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation3,170 cited
  • 1996A YIELD‐FACTOR MODEL OF INTEREST RATES2,498 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1990Anomalies: Foreign Exchange902 cited
  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1992The new Palgrave dictionary of money and finance665 cited
  • 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates588 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 1991Pricing foreign currency options under stochastic interest rates349 cited
  • 1984An investigation of risk and return in forward foreign exchange322 cited
  • 1987Risk, Uncertainty and Exchange Rates235 cited

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

  • 1986The covariation of risk premiums and expected future spot exchange rates194 cited
  • Cited by

    • 2008Common Risk Factors in Currency Markets63 cited
    • 1996Affine Models of Currency Pricing49 cited
    • 2011The Real Exchange Rate, Real Interest Rates, and the Risk Premium44 cited
    • 2009Rare Disasters and Exchange Rates43 cited
    • 2001Price and volatility spillovers between interest rate and exchange value of the US dollar42 cited
    • 2002Capital mobility for developing countries may not be so high42 cited
    • 2011Countercyclical Currency Risk Premia42 cited
    • 2010Countercyclical Currency Risk Premia38 cited
    • 2009Can Affine Term Structure Models Help Us Predict Exchange Rates?31 cited
    • 2021An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks30 cited
    • 2014The International CAPM Redux28 cited
    • 2006Rate‐of‐return Parity in Experimental Asset Markets*23 cited
    • 2016Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?17 cited