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Uncovered Interest Parity
16 references·3 citing·43 second hop
Uncovered Interest Parity (2006)Uncovered Interest ParityMonetary Policy and Long-Horizon Uncovered Interest Parity (2004)Monetary Policy and Long-Hori…The Microstructure of Foreign Exchange Markets (1997)The Microstructure of Foreign…Exchange Rate Economics: What's Wrong with the Conventional Macro Approach? (1996)Exchange Rate Economics: What…Exchange Rate Economics (1996)Exchange Rate EconomicsA reconsideration of the uncovered interest parity relationship (1994)A reconsideration of the unco…Exchange Rate Expectations: A Survey of Survey Studies (1991)Exchange Rate Expectations: A…Covered Interest Arbitrage and Market Turbulence (1989)Covered Interest Arbitrage an…Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange (1989)Changing Beliefs and Systemat…Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Using Survey Data to Test Sta…Handbook of international economics (1986)Handbook of international eco…Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency (1983)Empirical Studies of Exchange…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Capital Controls, Political Risk, and Deviations from Interest-Rate Parity (1980)Capital Controls, Political R…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Exchange-rate determination : a survey of popular views and recent models (1978)Exchange-rate determination :…Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence (2022)Financial market integration …An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample? (2013)An analysis of forward exchan…Foreign Currency Borrowing by Small Firms (2009)Foreign Currency Borrowing by…Empirical exchange rate models of the seventies (1983)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence (1995)Learning, Asset‐Pricing Tests, and Market Efficiency (2002)New evidence on the puzzles: Results from agnostic identification on monetary policy and exchange rates (2008)The monetary dynamics of hyperinflation (1956)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence (1983)13 Financial applications of stable distributions (1996)Perspectives on the recent currency crisis literature (1999)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Expectations and Exchange Rate Dynamics (1976)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)A Tract on Monetary Reform (1924)The Interest Rate Parity Theorem: A Reinterpretation (1973)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? 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(1997)Currency crises, sunspots and Markov-switching regimes (2000)Exchange rate puzzles: A tale of switching attractors (2004)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Behavioral heterogeneity in stock prices (2007)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)
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References

  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1986Handbook of international economics494 cited
  • 1994A reconsideration of the uncovered interest parity relationship445 cited
  • 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations432 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 1980Capital Controls, Political Risk, and Deviations from Interest-Rate Parity329 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 1996Exchange Rate Economics296 cited
  • 1989Changing Beliefs and Systematic Rational Forecast Errors with Evidence from Foreign Exchange256 cited
  • 1989Covered Interest Arbitrage and Market Turbulence235 cited
  • 1996Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?224 cited
  • 1991Exchange Rate Expectations: A Survey of Survey Studies221 cited
  • 1983Empirical Studies of Exchange Rates: Price Behavior, Rate Determinationand Market Efficiency206 cited
  • 1997The Microstructure of Foreign Exchange Markets

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178 cited
  • 1978Exchange-rate determination : a survey of popular views and recent models103 cited
  • Cited by

    • 2009Foreign Currency Borrowing by Small Firms35 cited
    • 2013An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?20 cited
    • 2022Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence15 cited