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Uncovered interest parity, monetary policy and time-varying risk premia
16 references·4 citing·47 second hop
Uncovered interest parity, monetary policy and time-varying risk premia (1999)Uncovered interest parity, monetary polic…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…What Does Monetary Policy Do? (1996)What Does Monetary Policy Do?Chapter 37 Puzzles in international financial markets (1995)Chapter 37 Puzzles in interna…Puzzles in International Financial Markets (1994)Puzzles in International Fina…Monetary Policy and the Term Structure of Interest Rates (1994)Monetary Policy and the Term …A reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…Central Bank Strategy, Credibility, and Independence: Theory and Evidence (1992)Central Bank Strategy, Credib…Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients (1991)Testing the Unbiased Forward …Interest rates and the conduct of monetary policy (1991)Interest rates and the conduc…Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Market efficiency and cointeg…Interest rate smoothing and price level trend-stationarity (1987)Interest rate smoothing and p…Some issues concerning interest rate pegging, price level determinacy, and the real bills doctrine (1986)Some issues concerning intere…Forward and spot exchange rates (1984)Forward and spot exchange rat…On non-uniqueness in rational expectations models (1983)On non-uniqueness in rational…On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective (1981)On Non-Uniqueness in Rational…Government bond yields in Germany and Spain—empirical evidence from better days (2018)Government bond yields in Ger…THE ECONOMICS OF UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS: A SURVEY (2007)THE ECONOMICS OF UNCOVERED IN…Uncovered interest parity with switching regimes (2006)Uncovered interest parity wit…Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited (2002)Discrete policy interventions…Theory of the Consumption Function (1957)Rational Expectations and the Theory of Price Movements (1961)The Solution of Linear Difference Models under Rational Expectations (1980)A linear algebraic procedure for solving linear perfect foresight models (1985)BUBBLES AND FADS IN ASSET PRICES (1989)Chapter 6 Indeterminacy and sunspots in macroeconomics (1999)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)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Vector Autoregressions (2001)Large Bayesian vector auto regressions (2009)What are the effects of fiscal policy shocks? 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How Political Institutions Work (2003)Conditional variance and the risk premium in the foreign exchange market (1985)The econometric analysis of models with risk terms (1988)Banking on currency forecasts: How predictable is change in money? (1995)
this work references cited by second hop

References

  • 1984Forward and spot exchange rates2,167 cited
  • 1992Central Bank Strategy, Credibility, and Independence: Theory and Evidence1,366 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1996What Does Monetary Policy Do?1,081 cited
  • 1994Puzzles in International Financial Markets523 cited
  • 1981On Non-Uniqueness in Rational Expectations Models: An Attempt at Perspective483 cited
  • 1991Interest rates and the conduct of monetary policy464 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 2004The Economics of Exchange Rates435 cited
  • 1983On non-uniqueness in rational expectations models432 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1995Chapter 37 Puzzles in international financial markets213 cited
  • 1994Monetary Policy and the Term Structure of Interest Rates174 cited
  • 1986Some issues concerning interest rate pegging, price level determinacy, and the real bills doctrine162 cited
  • 1987Interest rate smoothing and price level trend-stationarity161 cited
  • 1991

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Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co- Integration, and Stochastic Coefficients
160 cited

Cited by

  • 2007THE ECONOMICS OF UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS: A SURVEY26 cited
  • 2002Discrete policy interventions and rational forecast errors in foreign exchange markets: the uncovered interest parity hypothesis revisited19 cited
  • 2006Uncovered interest parity with switching regimes18 cited
  • 2018Government bond yields in Germany and Spain—empirical evidence from better days17 cited