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Uncovered interest rate parity and the term structure

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References

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2000The forward premium puzzle: different tales from developed and emerging economies

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501 cited

1986The Changing Behavior of the Term Structure of Interest Rates472 cited

Cited by

2016Currency Premia and Global Imbalances208 cited
2011Uncovered interest-rate parity over the past two centuries168 cited
2005Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era163 cited
2007The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields138 cited
2011What Does the Yield Curve Tell Us about Exchange Rate Predictability?127 cited
2019The Term Structure of Currency Carry Trade Risk Premia122 cited
2010Yield Curve Predictors of Foreign Exchange Returns119 cited
2005New-Keynesian Macroeconomics and the Term Structure115 cited
2018Good Carry, Bad Carry67 cited
2008How Has the Euro Changed the Monetary Transmission Mechanism?65 cited
2008THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS58 cited
2004Uncovered Interest Rate Parity Over the Past Two Centuries55 cited
2013Exchange Rates and Interest Parity53 cited
2017Financial crises, exchange rate linkages and uncovered interest parity: Evidence from G7 markets53 cited
2016New Evidence on the Forward Premium Puzzle51 cited
2017Term Structure of Consumption Risk Premia in the Cross Section of Currency Returns50 cited