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Why does uncovered interest parity fail empirically?. (2024). Aziz, Nusrate.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003612.

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  1. International interest rate arbitrage: Study on a novel strategy. (2024). Feng, Xuan ; Li, Zhuoran ; Wu, Wei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006379.

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References

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Cocites

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  4. Monetary Policy Regime Shifts and Uncovered Interest Parity Revisited: The Euro–US Dollar Exchange Rate. (2016). Se, Young ; Seol, Gwi Hwan.
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  6. Exchange Rate Economics. (2014). Miller, Norman C..
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  7. Exchange Rates and Interest Parity. (2013). Engel, Charles.
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  8. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
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  9. Long Horizon Uncovered Interest Parity Re-Assessed. (2012). Chinn, Menzie ; Quayyum, Saad.
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  10. The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar.
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  11. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
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  12. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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  13. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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  14. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
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  15. For Rich or for Poor: When does Uncovered Interest Parity Hold?. (2010). Roche, Maurice ; Moore, Michael.
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  16. Uncovered Interest Parity and Financial Market Volatility. (2009). Dumitrescu, Sorin ; Horobet, Alexandra.
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