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Deviations from daily uncovered interest rate parity and the role of intervention
Baillie, Richard; Osterberg, William P. - In: Journal of international financial markets, … 10 (2000) 3/4, pp. 363-379
Persistent link: https://www.econbiz.de/10001532763
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Central bank intervention and overnight uncovered interest rate parity
Baillie, Richard T.; Osterberg, William P. - 1998
Persistent link: https://www.econbiz.de/10001363981
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New results on the impact of central-bank intervention on deviations from uncovered interest parity
Humpage, Owen F. - 1992
Persistent link: https://www.econbiz.de/10013446164
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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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Expestations, risk and interest parity in the foreign exchange market
Baillie, Richard T.; McMahon, Patrick C. - 1982
Persistent link: https://www.econbiz.de/10001855606
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Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard (contributor); Kiliç, Rehim (contributor) - 2005
Persistent link: https://www.econbiz.de/10003001886
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Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
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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
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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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Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard; Han, Young Wook - In: The Korean economic review 35 (2019) 1, pp. 183-203
Persistent link: https://www.econbiz.de/10012217148