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Interest rate parity
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Journal of international money and finance
NBER working paper series
54
Working paper / National Bureau of Economic Research, Inc.
43
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40
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32
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10
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ECONIS (ZBW)
64
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1
Uncovered return parity : equity returns and currency returns
Djeutem, Edouard
;
Dunbar, Geoffrey R.
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013438368
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru
;
Takahashi, Koji
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
Saved in:
4
Original sin redux and deviations from covered interest parity
Zheng, Huanhuan
- In:
Journal of international money and finance
139
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014478243
Saved in:
5
The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules
Engel, Charles
;
Lee, Dohyeon
;
Liu, Chang
;
Liu, Chenxin
; …
- In:
Journal of international money and finance
95
(
2019
),
pp. 317-331
Persistent link: https://www.econbiz.de/10012137579
Saved in:
6
Exchange rate prediction redux : new models, new data, new currencies
Cheung, Yin-Win
;
Chinn, Menzie David
;
Garcia Pascual, …
- In:
Journal of international money and finance
95
(
2019
),
pp. 332-362
Persistent link: https://www.econbiz.de/10012139586
Saved in:
7
Uncovered equity "disparity" in emerging markets
Fuertes, Ana María
;
Phylaktis, Kate
;
Yan, Cheng
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012140083
Saved in:
8
Inflation targeting and the forward bias puzzle in emerging countries
Coulibaly, Dramane
;
Kempf, Hubert
- In:
Journal of international money and finance
90
(
2019
),
pp. 19-33
Persistent link: https://www.econbiz.de/10012132908
Saved in:
9
Conditioning carry trades : less risk, more return
Mulder, Arjen
;
Tims, Ben
- In:
Journal of international money and finance
85
(
2018
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012000369
Saved in:
10
Fundamentals and exchange rate forecastability with simple machine learning methods
Amat, Christophe
;
Michalski, Tomasz
;
Stoltz, Gilles
- In:
Journal of international money and finance
88
(
2018
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012000860
Saved in:
11
Uncertainty and deviations from uncovered interest rate parity
Ismailov, Adilzhan
;
Rossi, Barbara
- In:
Journal of international money and finance
88
(
2018
),
pp. 242-259
Persistent link: https://www.econbiz.de/10012000943
Saved in:
12
Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew
;
Bagnarosa, Guillaume
;
Peters, Gareth
- In:
Journal of international money and finance
73
(
2017
),
pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
Saved in:
13
Systematic consumption risk in currency returns
Hoffmann, Mathias
;
Studer-Suter, Rahel
- In:
Journal of international money and finance
74
(
2017
),
pp. 187-208
Persistent link: https://www.econbiz.de/10011787938
Saved in:
14
Monetary policy and covered interest parity in the post GFC period : evidence from the Australian dollar and the NZ dollar
Fukuda, Shin'ichi
;
Tanaka, Mariko
- In:
Journal of international money and finance
74
(
2017
),
pp. 301-317
Persistent link: https://www.econbiz.de/10011787971
Saved in:
15
Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations
Lansing, Kevin J.
;
Ma, Jun
- In:
Journal of international money and finance
70
(
2017
),
pp. 62-87
Persistent link: https://www.econbiz.de/10011752316
Saved in:
16
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
17
Foreign exchange intervention when interest rates are zero : does the portfolio balance channel matter after all?
Fatum, Rasmus
- In:
Journal of international money and finance
57
(
2015
),
pp. 185-199
Persistent link: https://www.econbiz.de/10011478224
Saved in:
18
Currency risk premia and uncovered interest parity in the International CAPM
Balvers, Ronald J.
;
Klein, Alina F.
- In:
Journal of international money and finance
41
(
2014
),
pp. 214-230
Persistent link: https://www.econbiz.de/10010338693
Saved in:
19
Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei
;
Li, Junye
- In:
Journal of international money and finance
41
(
2014
),
pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
Saved in:
20
Currency excess returns and global downside market risk
Atanasov, Victoria
;
Nitschka, Thomas
- In:
Journal of international money and finance
47
(
2014
),
pp. 268-285
Persistent link: https://www.econbiz.de/10010464017
Saved in:
21
Uncovered Equity Parity and rebalancing in international portfolios
Curcuru, Stephanie E.
;
Thomas, Charles P.
;
Warnock, …
- In:
Journal of international money and finance
47
(
2014
),
pp. 86-99
Persistent link: https://www.econbiz.de/10010464035
Saved in:
22
The performance of NDF carry trades
Doukas, John A.
;
Zhang, Hao
- In:
Journal of international money and finance
36
(
2013
),
pp. 172-190
Persistent link: https://www.econbiz.de/10009768544
Saved in:
23
I discovered the peso problem: Irving Fisher and the UIP puzzle
Lothian, James R.
;
Pownall, Rachel A. J.
;
Koedijk, Kees
- In:
Journal of international money and finance
38
(
2013
),
pp. 5-17
Persistent link: https://www.econbiz.de/10010228930
Saved in:
24
When does uncovered interest parity hold?
Moore, Michael J.
;
Roche, Maurice J.
- In:
Journal of international money and finance
31
(
2012
)
4
,
pp. 865-879
Persistent link: https://www.econbiz.de/10009633456
Saved in:
25
Financial integration in the pacific basin region : RIP by PANIC attack?
Amornthum, Somchai
;
Bonham, Carl Stanley
- In:
Journal of international money and finance
30
(
2011
)
6
,
pp. 1019-1033
Persistent link: https://www.econbiz.de/10009374033
Saved in:
26
The risk adjusted uncovered equity parity
Kim, Heeho
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1491-1505
Persistent link: https://www.econbiz.de/10009407642
Saved in:
27
Regime switches in exchange rate volatility and uncovered interest parity
Ichiue, Hibiki
;
Koyama, Kentaro
- In:
Journal of international money and finance
30
(
2011
)
7
,
pp. 1436-1450
Persistent link: https://www.econbiz.de/10009407650
Saved in:
28
Uncovered interest-rate parity over the past two centuries
Lothian, James R.
;
Wu, Liuren
- In:
Journal of international money and finance
30
(
2011
)
3
,
pp. 448-473
Persistent link: https://www.econbiz.de/10009268834
Saved in:
29
The international transmission of interest rate shocks : the Federal Reserve and emerging markets in Latin America and Asia
Edwards, Sebastian
- In:
Journal of international money and finance
29
(
2010
)
4
,
pp. 685-703
Persistent link: https://www.econbiz.de/10003992510
Saved in:
30
From turmoil to crisis : dislocations in the FX swap market before and after the failure of Lehman Brothers
Baba, Naohiko
;
Packer, Frank
- In:
Journal of international money and finance
28
(
2009
)
8
,
pp. 1350-1374
Persistent link: https://www.econbiz.de/10003929180
Saved in:
31
Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationary tests
Holmes, Mark J.
;
Maghrebi, Nabil
- In:
Journal of international money and finance
27
(
2008
)
6
,
pp. 958-970
Persistent link: https://www.econbiz.de/10003758301
Saved in:
32
Real interest parity (RIP) over the 20th century : new evidence based on confidence intervals for the largest root and the half-life
Sekioua, Sofiane H.
- In:
Journal of international money and finance
27
(
2008
)
1
,
pp. 76-101
Persistent link: https://www.econbiz.de/10003628257
Saved in:
33
Interest rate linkages in the Eurocurrency market : contemporaneous and out-of-sample Granger causality tests
Wang, Zijun
;
Yang, Jian
;
Li, Qi
- In:
Journal of international money and finance
26
(
2007
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10003416798
Saved in:
34
Does the real interest parity hypothesis hold? : Evidence for developed and emerging markets
Ferreira, Alex Luiz
;
León-Ledesma, Miguel A.
- In:
Journal of international money and finance
26
(
2007
)
3
,
pp. 364-382
Persistent link: https://www.econbiz.de/10003442003
Saved in:
35
Uncovered interest rate parity and the term structure
Bekaert, Geert
;
Wei, Min
;
Xing, Yuhang
- In:
Journal of international money and finance
26
(
2007
)
6
,
pp. 1038-1069
Persistent link: https://www.econbiz.de/10003515503
Saved in:
36
Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations
Sarantis, Nicholas
- In:
Journal of international money and finance
25
(
2006
)
7
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10003394357
Saved in:
37
The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets
Chinn, Menzie David
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 7-21
Persistent link: https://www.econbiz.de/10003274873
Saved in:
38
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
Saved in:
39
Asset price based estimates of sterling exchange rate risk premia
Groen, Jan J. J.
;
Balakrishnan, Ravi
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10003274930
Saved in:
40
What UIP tests on extreme samples reveal about the missing variable
Sercu, Piet
;
Vandebroek, Martina
- In:
Journal of international money and finance
24
(
2005
)
8
,
pp. 1237-1260
Persistent link: https://www.econbiz.de/10003229305
Saved in:
41
Regime linkages in the US/UK real exchange rate-real interest differential relation
Kanas, Angelos
- In:
Journal of international money and finance
24
(
2005
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10002635914
Saved in:
42
Overshooting and the exchange rate disconnect puzzle : a reappraisal
Hairault, Jean-Olivier
;
Patureau, Lise
;
Sopraseuth, …
- In:
Journal of international money and finance
23
(
2004
)
4
,
pp. 615-643
Persistent link: https://www.econbiz.de/10002088142
Saved in:
43
Interest rate linkages within the European Monetary System : new evidence incorporating long-run trends
Zhou, Su
- In:
Journal of international money and finance
22
(
2003
)
4
,
pp. 571-590
Persistent link: https://www.econbiz.de/10001770591
Saved in:
44
Emerging market liberalization and the impact on uncovered interest rate parity
Francis, Bill B.
;
Hasan, Iftekhar
;
Hunter, Delroy M.
- In:
Journal of international money and finance
21
(
2002
)
6
,
pp. 931-956
Persistent link: https://www.econbiz.de/10001717386
Saved in:
45
On empirical exchange rate models : what does a rejection of the symmetry restriction on short-run interest rates mean?
Goldberg, Michael D.
- In:
Journal of international money and finance
19
(
2000
)
5
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001507010
Saved in:
46
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
47
Uncovered interest parity, monetary policy and time-varying risk premia
Anker, Peter
- In:
Journal of international money and finance
18
(
1999
)
6
,
pp. 835-851
Persistent link: https://www.econbiz.de/10001429193
Saved in:
48
The world real interest rate : stochastic index number perspectives
Ong, Li Lian
;
Clements, Kenneth W.
;
Izan, H. Y.
- In:
Journal of international money and finance
18
(
1999
)
2
,
pp. 225-249
Persistent link: https://www.econbiz.de/10001381567
Saved in:
49
How integrated are the money market and the bank loans market within the European Union?
Centeno, Mário
;
Mello, António S.
- In:
Journal of international money and finance
18
(
1999
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10001381636
Saved in:
50
Extreme support for uncovered interest parity
Huisman, Ronald
;
Koedijk, Kees
;
Kool, Clemens
;
Nissen, …
- In:
Journal of international money and finance
17
(
1998
)
1
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001338364
Saved in:
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