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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
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A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Engel, Charles; Kazakova, Ekaterina; Wang, Mengqi; … - 2021
Persistent link: https://www.econbiz.de/10012486465
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Does the interest parity puzzle hold for Central and Eastern European economies?
Da̜browski, Marek A.; Janus, Jakub - In: Open economies review 35 (2024) 3, pp. 421-456
Persistent link: https://www.econbiz.de/10015127077
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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
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A new test for market efficiency and uncovered interest parity
Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - 2022 - This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
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Exchange rates, uncovered interest parity, and time-varying fama regressions
Fu, Bowen; Li, Mengheng; Haque, Qazi - 2025
Persistent link: https://www.econbiz.de/10015372763
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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
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Is it risk? : explaining deviations from uncovered interest parity
Cumby, Robert - 1987
Persistent link: https://www.econbiz.de/10000731837
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Endogenous exchange rate
Vignola, Luigi - 1998
Persistent link: https://www.econbiz.de/10000679548
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Forward market efficiency and foreign exchange rate determination
Lin, Jigeng - 1994
Persistent link: https://www.econbiz.de/10000916156