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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
Saved in:
2
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:
3
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:
4
The forward premium puzzle in the interwar period and deviations from covered interest parity
Payá, Ivan
;
Peel, David
;
Spiru, Alina
- In:
Economics letters
108
(
2010
)
1
,
pp. 55-57
Persistent link: https://www.econbiz.de/10008662258
Saved in:
5
Does the prediction horizon matter for the forward premium anomaly? : evidence from panel data
Yang, Kun
;
Shintani, Mototsugu
- In:
Economics letters
93
(
2006
)
2
,
pp. 255-260
Persistent link: https://www.econbiz.de/10003391930
Saved in:
6
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
Saved in:
7
The forward premium anomaly and the trend behavior of the exchange rates
Zhou, Su
- In:
Economics letters
76
(
2002
)
2
,
pp. 273-279
Persistent link: https://www.econbiz.de/10001690464
Saved in:
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