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Uncovered interest rate parity and the term structure · Study

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ArticleUncovered interest rate parity and the term structure

Min Wei2007

Article2007

Uncovered interest rate parity and the term structure

Min Wei · Yuhang Xing

179 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1976Expectations and Exchange Rate Dynamics 1983Empirical exchange rate models of the seventies 1984Forward and spot exchange rates 1987Cointegration and Tests of Present Value Models 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 1997Systematic Monetary Policy and the Effects of Oil Price Shocks 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement

Cited by

2016Currency Premia and Global Imbalances 2011Uncovered interest-rate parity over the past two centuries 2005Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era 2007The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 2011What Does the Yield Curve Tell Us about Exchange Rate Predictability?2019The Term Structure of Currency Carry Trade Risk Premia

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2002Uncovered Interest Rate Parity and the Term Structurepreprint · 21 shared references 2013Exchange Rates and Interest Parityreport · 14 shared references 2011TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH*article · 13 shared references 2008An Economic Evaluation of Empirical Exchange Rate Modelsarticle · 12 shared references 2006Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzlearticle · 12 shared references 2005Towards a solution to the puzzles in exchange rate economics: where do we stand?preprint · 12 shared references

Details

Year2007

Typearticle

Published2007-05-15

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations179

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jimonfin.2007.05.004

openalex_workW3021764053

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2010Yield Curve Predictors of Foreign Exchange Returns

2005New-Keynesian Macroeconomics and the Term Structure