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Search: subject_exact:"Covered interest parity"
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1
Testing for UIP-type relationships : nonlinearities, monetary announcements and interest rate expectations
Anderl, Christina
;
Caporale, Guglielmo Maria
- In:
Open economies review
33
(
2022
)
4
,
pp. 705-749
Persistent link: https://www.econbiz.de/10013455611
Saved in:
2
Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y.
;
Zhang, Jiayue
-
2017
Persistent link: https://www.econbiz.de/10012201638
Saved in:
3
The Mundellian Trilemma and optimal monetary policy in a world of high capital mobility
Froyen, Richard T.
;
Guender, Alfred V.
- In:
Open economies review
33
(
2022
)
4
,
pp. 631-656
Persistent link: https://www.econbiz.de/10013455603
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4
Interest rate differentials under an exchange rate convertibility zone : a carry trade perspective
Fung, Joseph K. W.
;
Lam, Eric
-
2019
Persistent link: https://www.econbiz.de/10012203057
Saved in:
5
Risk-adjusted return managed carry trade
Dupuy, Philippe
- In:
Journal of banking & finance
129
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012822247
Saved in:
6
What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Hong, Gee Hee
;
Oeking, Anne
;
Kang, Kenneth H.
;
Rhee, …
- In:
Open economies review
32
(
2021
)
2
,
pp. 361-394
Persistent link: https://www.econbiz.de/10012548754
Saved in:
7
A panel data analysis of uncovered interest parity and time-varying risk premium
Afat, Dinçer
;
Frömmel, Michael
- In:
Open economies review
32
(
2021
)
3
,
pp. 507-526
Persistent link: https://www.econbiz.de/10012619375
Saved in:
8
Dynamics of market anomalies and measurement errors of risk-free interest rates
Hui, Cho H.
;
Lo, Chi-Fai
;
Fung, Chin-To
-
2017
Persistent link: https://www.econbiz.de/10012201359
Saved in:
9
Cross-border transmission of emergency liquidity
Kick, Thomas
;
Koetter, Michael
;
Storz, Manuela
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226138
Saved in:
10
The present-value model of the exchange rate with a persistently time-varying risk premium : evidence from the Dollar-yen rate
Shimizu, Makoto
- In:
Open economies review
31
(
2020
)
5
,
pp. 1037-1059
Persistent link: https://www.econbiz.de/10012417779
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