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International parity conditions and exchange risk : A review

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  • Solnik, B.

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  • Solnik, B., 1978. "International parity conditions and exchange risk : A review," Journal of Banking & Finance, Elsevier, vol. 2(3), pages 281-293, October.
    • Handle: RePEc:eee:jbfina:v:2:y:1978:i:3:p:281-293
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    Cited by:

    1. Jaroslava Durčáková & Martin Mandel & Vladimír Tomšík, 2005. "Dynamický model nekryté úrokové parity (teorie a empirická verifikace v tranzitivních ekonomikách) [Dynamic model of uncovered interest rate parity (theory and empirical verification in the transit," Politická ekonomie, Prague University of Economics and Business, vol. 2005(3), pages 291-303.
    2. Thomas Chiang & Jose Trinidad, 1997. "Risk and International Parity Conditions: A Synthesis from Consumption Based Models," International Economic Journal, Taylor & Francis Journals, vol. 11(2), pages 73-101.
    3. Fred R. Kaen & Evangelos O. Simos & George A. Hachey, 1984. "The Response Of Forward Exchange Rates To Interest Rate Forecasting Errors," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(4), pages 281-290, December.
    4. Henri Loubergé, 1980. "Le risque de change existe-t-il?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 116(IV), pages 385-402, December.
    5. Martin Mandel & Jan Vejmělek, 2021. "Analýza vzájemných vztahů v nekryté úrokové paritě (příklad měnového páru CZK/EUR) [Analysis of Relations in Uncovered Interest Rate Parity: Example of CZK/EUR Exchange Rate]," Politická ekonomie, Prague University of Economics and Business, vol. 2021(3), pages 340-359.

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