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subject:"Currency derivative"
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Search: subject_exact:"Covered interest parity"
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Currency derivative
Theory
Interest rate parity
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Zinsparität
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Estimation
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Schätzung
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Theorie
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Germany
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Risikoprämie
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Uncovered interest parity
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1976-1998
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Band of inaction
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Covered interest arbitrage
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Currency carry trading
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Exchange rate volatility
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Journal of empirical finance
Journal of international money and finance
32
NBER Working Paper
19
NBER working paper series
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17
Journal of international financial markets, institutions & money
13
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Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
2
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
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3
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
4
The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon
- In:
Journal of empirical finance
34
(
2015
),
pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
Saved in:
5
Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei
;
Maynard, Alex
- In:
Journal of empirical finance
12
(
2005
)
5
,
pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
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