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Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
16 references·16 citing·43 second hopsampled
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture (2002)Covered Interest Rate Arbitrage in the In…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Nonlinear Mean‐Reversion in R…Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation (1997)Transactions Costs and Nonlin…Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited (1997)Nonlinear Aspects of Goods-Ma…Inside the black box: What explains differences in the efficiencies of financial institutions? (1997)Inside the black box: What ex…Inference in TAR Models (1997)Inference in TAR ModelsReal Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries (1996)Real Exchange Rate Behavior: …Between the Dollar-Sterling Gold Points (1996)Between the Dollar-Sterling G…Empirical research on nominal exchange rates (1995)Empirical research on nominal…The new Palgrave dictionary of money and finance (1992)The new Palgrave dictionary o…Exchange Rate Theory and Practice (1984)Exchange Rate Theory and Prac…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…The Cost of Transacting (1968)The Cost of TransactingA Tract on Monetary Reform (1924)A Tract on Monetary ReformIf you're so smart: John Maynard Keynes and currency speculation in the interwar years (2015)If you're so smart: John Mayn…Monetary stability and the rule of law (2014)Monetary stability and the ru…Macro-prudential policy, bank systemic risk and capital controls (2014)Macro-prudential policy, bank…Dislocations in the Won-Dollar Swap Markets during the Crisis of 2007–2009 (2014)Dislocations in the Won-Dolla…Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market (2012)Effectiveness of Capital Cont…Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformation (2012)Crisis, Capital Controls, and…Systemic Risk and the Financial Crisis: A Primer (2009)Systemic Risk and the Financi…Covered interest arbitrage profits: The role of liquidity and credit risk (2009)Covered interest arbitrage pr…International financial integration through the law of one price: The role of liquidity and capital controls (2008)International financial integ…Are There Thresholds of Current Account Adjustment in the G7? (2007)Are There Thresholds of Curre…Was the Federal Reserve Constrained by the Gold Standard During the Great Depression? Evidence from the 1932 Open Market Purchase Program (2006)Was the Federal Reserve Const…Covered Interest Arbitrage: Then versus Now (2006)Covered Interest Arbitrage: T…The real exchange rate and real interest differentials: the role of nonlinearities (2005)The real exchange rate and re…Smooth Transition Models and Arbitrage Consistency (2005)Smooth Transition Models and …Predicting real growth and the probability of recession in the Euro area using the yield spread (2004)Predicting real growth and th…Nonlinear permanent – temporary decompositions in macroeconomics and finance (2003)Nonlinear permanent – tempora…Expectations and Exchange Rate Dynamics (1976)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)The Purchasing Power Parity Debate (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Potential Pitfalls for the Purchasing-Power-Parity Puzzle? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997Inside the black box: What explains differences in the efficiencies of financial institutions?2,283 cited
  • 1968The Cost of Transacting1,909 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 1924A Tract on Monetary Reform1,287 cited
  • 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
  • 1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries886 cited
  • 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
  • 1992The new Palgrave dictionary of money and finance665 cited
  • 1997Inference in TAR Models636 cited
  • 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
  • 1995Empirical research on nominal exchange rates521 cited
  • 1984Exchange Rate Theory and Practice498 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

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

  • 1996Between the Dollar-Sterling Gold Points236 cited
  • Cited by

    • 2004Predicting real growth and the probability of recession in the Euro area using the yield spread91 cited
    • 2009Systemic Risk and the Financial Crisis: A Primer89 cited
    • 2009Covered interest arbitrage profits: The role of liquidity and credit risk73 cited
    • 2008International financial integration through the law of one price: The role of liquidity and capital controls72 cited
    • 2006Was the Federal Reserve Constrained by the Gold Standard During the Great Depression? Evidence from the 1932 Open Market Purchase Program62 cited
    • 2007Are There Thresholds of Current Account Adjustment in the G7?54 cited
    • 2006Covered Interest Arbitrage: Then versus Now44 cited
    • 2003Nonlinear permanent – temporary decompositions in macroeconomics and finance41 cited
    • 2014Macro-prudential policy, bank systemic risk and capital controls40 cited
    • 2015If you're so smart: John Maynard Keynes and currency speculation in the interwar years33 cited
    • 2012Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market32 cited
    • 2014Dislocations in the Won-Dollar Swap Markets during the Crisis of 2007–200929 cited
    • 2012Crisis, Capital Controls, and Covered Interest Parity: Evidence from China in Transformation29 cited
    • 2005The real exchange rate and real interest differentials: the role of nonlinearities22 cited
    • 2014Monetary stability and the rule of law19 cited
    • 2005Smooth Transition Models and Arbitrage Consistency18 cited