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Uncovered interest-rate parity over the past two centuries · Study

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ArticleUncovered interest-rate parity over the past two centuries

James R. Lothian2011

Article2011

Uncovered interest-rate parity over the past two centuries

James R. Lothian · Liuren Wu

168 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

1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2017A Monetary History of the United States, 1867-1960 1984Forward and spot exchange rates 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View 2008A Monetary History of the United States, 1867-1960 1996The forward discount anomaly and the risk premium: A survey of recent evidence 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?1996Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries

Cited by

2006The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies 2007Long Run Macroeconomic Relations in the Global Economy 2011Bond risk premia, macroeconomic fundamentals and the exchange rate 2020Covid-19 pandemic and tail-dependency networks of financial assets 2017Uncertainty and deviations from uncovered interest rate parity 2012

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2004Uncovered Interest Rate Parity Over the Past Two Centuriespreprint · 25 shared references 2013Exchange Rates and Interest Parityreport · 12 shared references 2018Forward and Spot Exchange Rates in a Multi-Currency World*article · 10 shared references 2011TESTING UNCOVERED INTEREST PARITY: A CONTINUOUS-TIME APPROACH*article · 10 shared references 2019Choice with Limited Capacitypreprint · 10 shared references 2007Uncovered interest rate parity and the term structurearticle · 9 shared references

Details

Year2011

Typearticle

Published2011-01-28

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations168

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jimonfin.2011.01.005

openalex_workW3124258185

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