SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Covered Interest Parity and Speculative Efficiency: Some Empirical Evidence for Australia*
16 references·0 citing·36 second hop
Covered Interest Parity and Speculative Efficiency: Some Empirical Evidence for Australia* (1983)Covered Interest Parity and Speculative E…The Economics of Exchange Rates (2004)The Economics of Exchange Rat…European Capital Markets (2000)European Capital MarketsExchange Risk, Political Risk, and Macroeconomic Equilibrium (1983)Exchange Risk, Political Risk…The "Speculative Efficiency" Hypothesis (1981)The "Speculative Efficiency" …Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Tests of Rational Expectations in the Forward Exchange Market (1980)Tests of Rational Expectation…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…The diversifiability of exchange risk (1979)The diversifiability of excha…Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange (1979)Some Joint Tests of the Effic…Further evidence on expectations and the demand for money during the German hyperinflation (1979)Further evidence on expectati…Specification Tests in Econometrics (1978)Specification Tests in Econom…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION (1977)THE FORWARD EXCHANGE RATE, EX…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…The Interest Rate Parity Theorem: A Reinterpretation (1973)The Interest Rate Parity Theo…Risk, Interest Rates and the Forward Exchange (1972)Risk, Interest Rates and the …Rational Expectations and the Theory of Price Movements (1961)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Market Fundamentals versus Price-Level Bubbles: The First Tests (1980)Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)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)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)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)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)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)Spot rates, forward rates and exchange market efficiency (1977)Hedging and financial fragility in fixed exchange rate regimes (2001)Global Currency Hedging (2010)The "Speculative Efficiency" Hypothesis (1980)An investigation of risk and return in forward foreign exchange (1984)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)On Jump Processes in the Foreign Exchange and Stock Markets (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)
this work references cited by second hop

References

  • 1978Specification Tests in Econometrics18,788 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1981The "Speculative Efficiency" Hypothesis440 cited
  • 2004The Economics of Exchange Rates435 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
  • 1977THE FORWARD EXCHANGE RATE, EXPECTATIONS, AND DEMAND FOR MONEY: THE GERMAN HYPERINFLATION269 cited
  • 1972Risk, Interest Rates and the Forward Exchange176 cited
  • 1979Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange147 cited
  • 1979The diversifiability of exchange risk121 cited
  • 1980Tests of Rational Expectations in the Forward Exchange Market110 cited
  • 1979Further evidence on expectations and the demand for money during the German hyperinflation58 cited
  • 2000European Capital Markets42 cited

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

1983
Exchange Risk, Political Risk, and Macroeconomic Equilibrium
31 cited

Cited by

No citing works inside the corpus for this window.