SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Uncovering uncovered interest parity during the classical gold standard era, 1888–1905
15 references·5 citing·41 second hop
Uncovering uncovered interest parity during the classical gold standard era, 1888–1905 (2011)Uncovering uncovered interest parity duri…A Quarterly Post-World War II Real GDP Series for New Zealand (2007)A Quarterly Post-World War II…Regional and Industry Cycles in Australasia: Implications for a Common Currency (2006)Regional and Industry Cycles …Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (2006)Nonlinearity in Deviations fr…Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle (2006)Nonlinearity in Deviations fr…Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s? (2004)Would adopting the us dollar …Migration and the Environment in the Galapagos: An Analysis of Economic and Policy Incentives Driving Migration, Potential Impacts from Migration Control, and Potential Policies to Reduce Migration Pressure (2004)Migration and the Environment…Insolvency and Economic Development: Regional Variation and Adjustment (2004)Insolvency and Economic Devel…Realignment expectations and the US dollar, 1890–1897: Was there a ‘Peso problem’? (2000)Realignment expectations and …The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Fixes: Of the Forward Discount Puzzle (1996)Fixes: Of the Forward Discoun…Between the Dollar-Sterling Gold Points (1996)Between the Dollar-Sterling G…Fixes: Of The Forward Discount Puzzle (1994)Fixes: Of The Forward Discoun…Forward and spot exchange rates (1984)Forward and spot exchange rat…The New York Money Market and the Finance of Trade, 1900-1913. (1969)The New York Money Market and…Bank of England Operations, 1890-1914. (1936)Bank of England Operations, 1…The Benefits of Commitment to a Currency Peg: Aggregate Lessons from the Regional Effects of the 1896 U.S. Presidential Election (2019)The Benefits of Commitment to…The existence of uncovered interest parity in the CIS countries (2014)The existence of uncovered in…Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns (2013)Spillovers of currency carry …Preliminary Evidence on Responses to the New Zealand Forestry Emissions Trading Scheme (2011)Preliminary Evidence on Respo…Keeping it Together: Tracking Firms on New Zealand’s Longitudinal Business Database (2011)Keeping it Together: Tracking…Anomalies: Foreign Exchange (1990)Puzzles in International Financial Markets (1994)The forward premium puzzle: different tales from developed and emerging economies (2000)Affine Term Structure Models and the Forward Premium Anomaly (2001)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Sharpe Ratio (1994)Journal of the American Statistical Association (1995)The Limits of Arbitrage (1995)The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets (2005)Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle (2010)Safe Haven Currencies (2010)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Understanding Productivity: Lessons from Longitudinal Microdata (2000)Bi-Directional Impacts of Economic, Social and Environmental Changes and the New Zealand Housing Market (2006)Indirect Effects of Active Labour Market Policies (2006)What's the Beef with House Prices? Economic Shocks and Local Housing Markets (2006)Econometric policy evaluation: A critique (1976)House Price Efficiency: Expectations, Sales, Symmetry (2004)Is There Long-run Convergence among Regional House Prices in the UK? (2008)How Important is Selection? Experimental VS. Non-Experimental Measures of the Income Gains from Migration (2010)Generalized autoregressive conditional heteroskedasticity (1986)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Investor Psychology and Asset Pricing (2001)Exchange Rates and Fundamentals (2005)Carry Trades and Currency Crashes (2008)European trade policy, 1815–1914 (1989)Golden Fetters (1996)Bagehot for beginners: the making of lender‐of‐last‐resort operations in the mid‐nineteenth century1 (2011)Unconventional monetary policy had large international effects (2014)Common Risk Factors in Currency Markets (2011)The Global Capital Market: Benefactor or Menace? (1998)Globalization and Capital Markets (2002)How much do we know about market integration in Europe?1 (2011)
this work references cited by second hop

References

  • 1984Forward and spot exchange rates2,167 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 1996Between the Dollar-Sterling Gold Points236 cited
  • 1994Fixes: Of The Forward Discount Puzzle144 cited
  • 2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle133 cited
  • 1996Fixes: Of the Forward Discount Puzzle123 cited
  • 1936Bank of England Operations, 1890-1914.106 cited
  • 2004Would adopting the us dollar have led to improved inflation, output and trade balances, for New Zealand in the 1990s?90 cited
  • 2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle86 cited
  • 2004Insolvency and Economic Development: Regional Variation and Adjustment75 cited
  • 2006Regional and Industry Cycles in Australasia: Implications for a Common Currency67 cited
  • 1969The New York Money Market and the Finance of Trade, 1900-1913.59 cited
  • 2004Migration and the Environment in the Galapagos: An Analysis of Economic and Policy Incentives Driving Migration, Potential Impacts from Migration Control, and Potential Policies to Reduce Migration Pressure55 cited
  • 2007A Quarterly Post-World War II Real GDP Series for New Zealand42 cited

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

  • 2000Realignment expectations and the US dollar, 1890–1897: Was there a ‘Peso problem’?36 cited
  • Cited by

    • 2011Keeping it Together: Tracking Firms on New Zealand’s Longitudinal Business Database58 cited
    • 2011Preliminary Evidence on Responses to the New Zealand Forestry Emissions Trading Scheme49 cited
    • 2013Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns34 cited
    • 2019The Benefits of Commitment to a Currency Peg: Aggregate Lessons from the Regional Effects of the 1896 U.S. Presidential Election29 cited
    • 2014The existence of uncovered interest parity in the CIS countries21 cited