This document has not been cited yet.

1. Aggarwal, S. The Uncovered Interest Rate Parity Puzzle in the Foreign Exchange Market. 2013 Leonard N. Stern School of Business, Department of Economics:

2. Alexius, A. Uncovered interest parity revisited. 2001 Rev. Int. Econ.. 9 505-517

3. Anker, P. Uncovered interest parity, monetary policy and time-varying risk premia. 1999 J. Int. Money Finance. 18 835-851

4. Baillie, R.T. ; Bollerslev, T. The forward premium anomaly is not as bad as you think. 2000 J. Int. Money Finance. 19 471-488

5. Carvalho, J.V. ; Sachsida, A. ; Loureiro, P.R. ; Moreira, T.B.S. Uncovered interest parity in Argentina, Brazil, Chile, and Mexico: A unit root test application with panel data. 2004 En : . Wiley Online Library:

6. Chinn, M.D. ; Meredith, G. Monetary policy and long-horizon uncovered interest parity. 2004 IMF Staff Pap.. 51 409-430

7. Choi, I. Unit root tests for panel data. 2001 J. Int. Money Finance. 20 249-272

8. Engle, R.F. ; Granger, C.W. Co-integration and error correction: representation, estimation, and testing. 1987 Econometrica: J. Econom. Soc.. 251-276

9. Fama, E.F. Forward and spot exchange rates. 1984 J. Monetary Econ.. 14 319-338
   Paper not yet in RePEc: Add citation now
   

10. Ferreira, P. ; Kristoufek, L. Uncovered interest rate parity through the lens of fractal methods: evidence from the European union. 2020 Phys. A. 553 -

11. Francis, B.B. ; Hasan, I. ; Hunter, D.M. Emerging market liberalization and the impact on uncovered interest rate parity. 2002 J. Int. Money Finance. 21 931-956

12. Froot, K.A. ; Thaler, R.H. Anomalies: foreign exchange. 1990 J. Econ. Perspect.. 4 179-192
    Paper not yet in RePEc: Add citation now
    

13. Kao, C. Spurious regression and residual-based tests for cointegration in panel data. 1999 J. Econometrics. 90 1-44

14. Levin, A. ; Lin, C.-F. ; Chu, C.-S.J. Unit root tests in panel data: asymptotic and finite-sample properties. 2002 J. Econometrics. 108 1-24

15. Li, D. ; Ghoshray, A. ; Morley, B. Measuring the risk premium in uncovered interest parity using the component GARCH-M model. 2012 Int. Rev. Econ. Finance. 24 167-176

16. Liu, Z. ; Spiegel, M.M. ; Zhang, J. Capital flows and income inequality. 2023 J. Int. Econ.. 144 -

17. Maddala, G.S. ; Wu, S. A comparative study of unit root tests with panel data and a new simple test. 1999 Oxf. Bull. Econ. Stat.. 61 631-652

18. Mehl, A. ; Cappiello, L. Uncovered interest parity at long horizons: Evidence on emerging economies. 2009 Rev. Int. Econ.. 17 1019-1037

19. Montalvo, J.G. Comparing cointegrating regression estimators: Some additional Monte Carlo results. 1995 Econ. Lett.. 48 229-234

20. Mylonidis, N. ; Semertzidou, M. Uncovered interest parity puzzle: does it really exist?. 2010 Appl. Econ. Lett.. 17 1023-1026

21. Newey, W.K. ; West, K.D. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

22. Ökten, G. ; Eastman, W. Randomized quasi-Monte Carlo methods in pricing securities. 2004 J. Econom. Dynam. Control. 28 2399-2426

23. Pedroni, P. Panel cointegration: asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis. 2004 Econom. Theory. 20 597-625

24. Phillips, P.C. ; Perron, P. Testing for a unit root in time series regression. 1988 Biometrika. 75 335-346
    Paper not yet in RePEc: Add citation now
    

25. Prabheesh, K. ; Garg, B. Testing deviations from PPP and UIP: evidence from BRICS economies. 2020 Stud. Econ. Finance. -

26. Sachsida, A. ; Ellery, Jr., R. ; Teixeira, J.R. Uncovered interest parity and the peso problem: the Brazilian case. 2001 Appl. Econ. Lett.. 8 179-181

27. Saikkonen, P. Estimation and testing of cointegrated systems by an autoregressive approximation. 1992 Econom. Theory. 8 1-27

28. Salisu, A.A. ; Gupta, R. ; Kim, W.J. Exchange rate predictability with nine alternative models for BRICS countries. 2022 J. Macroecon.. 71 -

29. Stock, J.H. ; Watson, M.W. A simple estimator of cointegrating vectors in higher order integrated systems. 1993 Econometrica: J. Econom. Soc.. 783-820

30. Tang, K.-B. The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries. 2011 Econ. Model.. 28 568-573

31. Tse, Y. ; Wald, J.K. Insured uncovered interest parity. 2013 Finance Res. Lett.. 10 175-183

32. White, H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. 1980 Econometrica. 48 817-838
    Paper not yet in RePEc: Add citation now
    

1. Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach. (2024). Wu, Yimin.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:67:y:2024:i:pb:s154461232400953x.

   Full description at Econpapers || Download paper

2. Exchange Markets and Stock Markets Integration in Latin-America. (2022). Delgado, Carlos ; Sepulveda, Sandra Maria ; Muoz, Jorge Andres ; Cornejo, Edinson Edgardo ; Veloso, Carmen Lissette.
   In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance).
   RePEc:imx:journl:v:17:y:2022:i:3:a:8.

   Full description at Econpapers || Download paper

3. Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach. (2021). Kammoun, Aïda ; Karoui, Ali Trabelsi.
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2021-03-11.

   Full description at Econpapers || Download paper

4. Robust learning in the foreign exchange market. (2020). Nguimkeu, Pierre ; Djeutem, Edouard ; Pierre, Nguimkeu ; Edouard, Djeutem.
   In: The B.E. Journal of Macroeconomics.
   RePEc:bpj:bejmac:v:20:y:2020:i:1:p:14:n:9.

   Full description at Econpapers || Download paper

5. DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency. (2020). Knottenbelt, William J ; Werner, Sam M ; Gudgeon, Lewis ; Perez, Daniel.
   In: Papers.
   RePEc:arx:papers:2006.13922.

   Full description at Econpapers || Download paper

6. The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

   Full description at Econpapers || Download paper

7. Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate. (2017). Shimizu, Makoto.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:49:y:2017:i:c:p:255-265.

   Full description at Econpapers || Download paper

8. Monetary Policy Regime Shifts and Uncovered Interest Parity Revisited: The Euro–US Dollar Exchange Rate. (2016). Se, Young ; Seol, Gwi Hwan.
   In: International Economic Journal.
   RePEc:taf:intecj:v:30:y:2016:i:3:p:360-378.

   Full description at Econpapers || Download paper

9. Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound. (2015). Chinn, Menzie ; Zhang, YI.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:21159.

   Full description at Econpapers || Download paper

10. Fixing the Central Parity and the Evolution of the Currency within the Exchange Rate Mechanism II in the Countries that Joined the Euro Zone. (2014). Dinu, Mihaela ; Anghel, Lucian Claudiu ; Treapat, Laurentiu-Mihai ; Pinzaru, Florina.
    In: Management Dynamics in the Knowledge Economy.
    RePEc:nup:jrmdke:v:2:y:2014:i:4:p:21-40.

    Full description at Econpapers || Download paper

11. Exchange Rate Economics. (2014). Miller, Norman C..
    In: Books.
    RePEc:elg:eebook:14981.

    Full description at Econpapers || Download paper

12. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

    Full description at Econpapers || Download paper

13. A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets. (2012). Bansal, Ravi ; Shaliastovich, Ivan.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:778.

    Full description at Econpapers || Download paper

14. Long Horizon Uncovered Interest Parity Re-Assessed. (2012). Chinn, Menzie ; Quayyum, Saad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18482.

    Full description at Econpapers || Download paper

15. The carry trade and fundamentals: Nothing to fear but FEER itself. (2012). Taylor, Alan ; Jorda, Oscar.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:1:p:74-90.

    Full description at Econpapers || Download paper

16. Performance Evaluation of Zero Net-Investment Strategies. (2011). Taylor, Alan ; Jorda, Oscar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17150.

    Full description at Econpapers || Download paper

17. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17116.

    Full description at Econpapers || Download paper

18. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: Economics Series.
    RePEc:ihs:ihsesp:265.

    Full description at Econpapers || Download paper

19. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: Working Papers.
    RePEc:hkm:wpaper:272011.

    Full description at Econpapers || Download paper

20. For Rich or for Poor: When does Uncovered Interest Parity Hold?. (2010). Roche, Maurice ; Moore, Michael.
    In: Working Papers.
    RePEc:rye:wpaper:wp015.

    Full description at Econpapers || Download paper

21. Uncovered Interest Parity and Financial Market Volatility. (2009). Dumitrescu, Sorin ; Horobet, Alexandra.
    In: Romanian Economic Journal.
    RePEc:rej:journl:v:12:y:2009:i:32:p:21-45.

    Full description at Econpapers || Download paper

22. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15518.

    Full description at Econpapers || Download paper

23. The Carry Trade and Fundamentals: Nothing to Fear But FEER Itself. (2009). Taylor, Alan ; Jorda, Oscar.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7568.

    Full description at Econpapers || Download paper

24. Comparing Forecast Performance of Exchange Rate Models. (2008). Lam, Lillie ; Fung, Laurence ; Yu, Ip-Wing.
    In: Working Papers.
    RePEc:hkg:wpaper:0808.

    Full description at Econpapers || Download paper

25. Time-varying risk, interest rates, and exchange rates in general equilibrium. (2008). Kehoe, Patrick ; Atkeson, Andrew ; Alvarez, Fernando.
    In: Staff Report.
    RePEc:fip:fedmsr:371.

    Full description at Econpapers || Download paper

26. The Forward Premium Puzzle only emerges gradually. (2007). von Hagen, Juergen ; de Vries, Casper ; Bernoth, Kerstin ; Jürgen von Hagen, .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20070033.

    Full description at Econpapers || Download paper

27. Uncovered Interest Parity: Cross-sectional Evidence. (2007). Lee, Byung-Joo.
    In: MPRA Paper.
    RePEc:pra:mprapa:10360.

    Full description at Econpapers || Download paper

28. Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Schepp, Zoltn ; Rappai, Gbor.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
    RePEc:mmf:mmfc06:84.

    Full description at Econpapers || Download paper

29. Solving Exchange Rate Puzzles with neither Sticky Prices nor Trade Costs. (2007). Roche, Maurice ; Moore, Michael.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n1750507.

    Full description at Econpapers || Download paper

30. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun .
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

    Full description at Econpapers || Download paper

31. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522.

    Full description at Econpapers || Download paper

32. Regime Switches in Exchange Rate Volatility and Uncovered Interest Parity. (2007). Ichiue, Hibiki ; Koyama, Kentaro.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:07-e-22.

    Full description at Econpapers || Download paper

33. Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds. (2006). Sax, Christoph.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:20:y:2006:i:2:p:205-220.

    Full description at Econpapers || Download paper

34. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Zoltán Schepp, ; Gábor Rappai, .
    In: Working Papers.
    RePEc:dnb:dnbwpp:098.

    Full description at Econpapers || Download paper

35. Forecasting the Colombian Exchange Rate: Capital Adjustments and Politics vs. Traditional IRP, Trade Adjustments and Random Walk Frameworks. (2006). RESTREPO, Daniel MITCHELL .
    In: Archivos de Economía.
    RePEc:col:000118:011228.

    Full description at Econpapers || Download paper

36. Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era. (2005). Chinn, Menzie ; Meredith, Guy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11077.

    Full description at Econpapers || Download paper

37. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
    In: Finance.
    RePEc:wpa:wuwpfi:0409032.

    Full description at Econpapers || Download paper

38. The Use of Predictive Regressions at Alternative Horizons in Finance and Economics. (2004). Sul, Donggyu ; Mark, Nelson.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0298.

    Full description at Econpapers || Download paper

39. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:762.

    Full description at Econpapers || Download paper

40. A Theory of Exchange Rates and the Term Structure of Interest Rates. (2003). Ogaki, Masao ; Lim, Hyoung-Seok .
    In: RCER Working Papers.
    RePEc:roc:rocher:504.

    Full description at Econpapers || Download paper

41. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9948.

    Full description at Econpapers || Download paper

42. Medium-Term Exchange Rate Forecasting: What Can We Expect?. (2003). Meredith, Guy M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2003/021.

    Full description at Econpapers || Download paper

43. Booms and Busts in EMU. (2003). Gottfries, Nils.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2003_029.

    Full description at Econpapers || Download paper

44. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Garcia-Pascual, Antonio .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_902.

    Full description at Econpapers || Download paper

45. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt8ds2g7qg.

    Full description at Econpapers || Download paper

46. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt5fc508pt.

    Full description at Econpapers || Download paper

47. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt12z9x4c5.

    Full description at Econpapers || Download paper

48. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
    In: Santa Cruz Department of Economics, Working Paper Series.
    RePEc:cdl:ucscec:qt0jc800x9.

    Full description at Econpapers || Download paper

49. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt5fc508pt.

    Full description at Econpapers || Download paper

50. What Do We Know about Recent Exchange Rate Models? In-Sample Fit and Out-of-Sample Performance Evaluated. (2003). Cheung, Yin-Wong ; Chinn, Menzie ; Pascual, Antonio Garcia.
    In: Santa Cruz Center for International Economics, Working Paper Series.
    RePEc:cdl:scciec:qt0jc800x9.

    Full description at Econpapers || Download paper

51. Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?. (2002). Garcia Pascual, Antonio ; Cheung, Yin-Wong ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9393.

    Full description at Econpapers || Download paper

52. Can Endogenous Monetary Policy Explain the Deviations from UIP. (2002). Alexius, Annika.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2002_017.

    Full description at Econpapers || Download paper

53. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2002:i:sep:p:51-74:n:v.84no.5.

    Full description at Econpapers || Download paper

54. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7880.

    Full description at Econpapers || Download paper

55. Another look at long-horizon uncovered interest parity. (). Sanso-Navarro, Marcos ; Montañés, Antonio ; Montaes, Antonio.
    In: Studies on the Spanish Economy.
    RePEc:fda:fdaeee:221.

    Full description at Econpapers || Download paper

56. Too much cocited documents. This list is not complete

Report date: 2025-09-23 11:24:11 || Missing content? Let us know