Uncovered interest parity and policy behavior: new evidence
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- Ivan Paya & Agustín Duarte & Ioannis A. Venetis, 2005.
"The Long Memory Story Of Real Interest Rates. Can It Be Supported?,"
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"Does the uncovered interest parity hold in short horizons?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 17(4), pages 361-365.
- Levent, Korap, 2010. "Does the uncovered interest parity hold in short horizons?," MPRA Paper 20788, University Library of Munich, Germany.
- Gangopadhyay, Partha, 2020. "A new & simple model of currency crisis: Bifurcations and the emergence of a bad equilibrium," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 538(C).
- Alex Luiz Ferreira, 2008. "The Simultaneity Bias of the Uncovered Interest Rate Parity: Evidence for Brazil," Working Papers 08_20, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto.
- Alex Luiz Ferreira, 2004. "Leaning Against the Parity," Studies in Economics 0413, School of Economics, University of Kent.
- Ferreira, Paulo & Kristoufek, Ladislav, 2020. "Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
- Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2013. "An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 109-120.
- Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.
- Alex Luiz Ferreira, 2015. "The Simultaneity Bias of the Uncovered Interest Rate Parity: evidence using survey data for Brazil," Economics Bulletin, AccessEcon, vol. 35(3), pages 1718-1725.
- Otavio De Medeiros, 2005. "Order Flow and Exchange Rate Dynamics in Brazil," Finance 0503019, University Library of Munich, Germany.
- C. Emre Alper & Oya Pinar Ardic & Salih Fendoglu, 2009.
"The Economics Of The Uncovered Interest Parity Condition For Emerging Markets,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(1), pages 115-138, February.
- C. Emre Alper & Oya Pinar Ardic & Salih Fendoglu, 2007. "The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey," Working Papers 2007/13, Bogazici University, Department of Economics.
- Alper, C. Emre & Ardic, Oya Pinar & Fendoglu, Salih, 2007. "The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey," MPRA Paper 4079, University Library of Munich, Germany.
- Bruce Felmingham & SuSan Leong, 2005. "Parity conditions and the efficiency of the Australian 90‐ and 180‐day forward markets," Review of Financial Economics, John Wiley & Sons, vol. 14(2), pages 127-145.
- Pikoulakis, Emmanuel V. & Wisniewski, Tomasz Piotr, 2012. "Another look at the uncovered interest rate parity: Have we missed the fundamentals?," Economics Letters, Elsevier, vol. 116(3), pages 476-479.
- Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2008. "Testing the forward rate unbiasedness hypothesis during the 1920s," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 358-373, October.
- repec:lan:wpaper:2463 is not listed on IDEAS
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- Adewuyi, Adeolu O. & Ogebe, Joseph O., 2019. "The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)," Economic Modelling, Elsevier, vol. 82(C), pages 229-249.
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