International Financial Relations Under the Current Float: Evidence from Panel Data
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DOI: 10.1023/A:1026440213785
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Citations
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- Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O., 2020. "New evidence for the inflation hedging potential of US stock returns," Finance Research Letters, Elsevier, vol. 37(C).
- Lothian, James R. & Pownall, Rachel A.J. & Koedijk, Kees G., 2013. "I discovered the peso problem: Irving Fisher and the UIP puzzle," Journal of International Money and Finance, Elsevier, vol. 38(C), pages 5-17.
- Lothian, James R., 2016. "Uncovered interest parity: The long and the short of it," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 1-7.
- Lothian, James R. & Wu, Liuren, 2011.
"Uncovered interest-rate parity over the past two centuries,"
Journal of International Money and Finance, Elsevier, vol. 30(3), pages 448-473, April.
- James R. Lothian & Liuren Wu, 2003. "Uncovered Interest Rate Parity Over the Past Two Centuries," International Finance 0311009, University Library of Munich, Germany.
- Hiro Ito & Menzie Chinn, 2007. "Price‐Based Measurement Of Financial Globalization: A Cross‐Country Study Of Interest Rate Parity," Pacific Economic Review, Wiley Blackwell, vol. 12(4), pages 419-444, October.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
- Lothian, James R. & Koedijk, Kees & Mahieu, Ronald & Campbell, Rachel, 2007. "Irving Fisher, Expectational Errors, and the UIP Puzzle," CEPR Discussion Papers 6294, C.E.P.R. Discussion Papers.
- Lothian, James R., 2002.
"The internationalization of money and finance and the globalization of financial markets,"
Journal of International Money and Finance, Elsevier, vol. 21(6), pages 699-724, November.
- James R. Lothian, 2003. "The Internationalization of Money and Finance and the Globalization of Financial Markets," International Finance 0311003, University Library of Munich, Germany.
- Lawrence Goldberg & James Lothian & John Okunev, 2003.
"Has International Financial Integration Increased?,"
Open Economies Review, Springer, vol. 14(3), pages 299-317, July.
- Lawrence G. Goldberg & James R. Lothian & John Okunev, 1997. "Has International Financial Integration Increased?," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-040, New York University, Leonard N. Stern School of Business-.
- Lawrence G. Goldberg & James R. Lothian & John Okunev, 2003. "Has International Financial Integration Increased?," International Finance 0311004, University Library of Munich, Germany.
- Campbell-Pownall, R.A.J. & Koedijk, C.G. & Lothian, J.R. & Mahieu, R.J., 2007. "Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later," ERIM Report Series Research in Management ERS-2007-088-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
- Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
- Lothian, James R., 2016. "Purchasing power parity and the behavior of prices and nominal exchange rates across exchange-rate regimes," Journal of International Money and Finance, Elsevier, vol. 69(C), pages 5-21.
- 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).
- James R. Lothian & Cornelia H.. McCarthy, 2001.
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- James R. Lothian & Cornelia H. McCarthy, 2003. "Equity Returns and Inflation: The Puzzlingly Long Lags," International Finance 0311007, University Library of Munich, Germany.
- Eichler, Stefan, 2011. "Exchange rate expectations and the pricing of Chinese cross-listed stocks," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 443-455, February.
- Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019. "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 421-455, July.
- Schotman, Peter C. & Schweitzer, Mark, 2000. "Horizon sensitivity of the inflation hedge of stocks," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 301-315, November.
- Chinn, Menzie D., 2006. "The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 7-21, February.
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Keywords
Fisher equation; purchasing power parity; uncovered interest parity; real stock returns;All these keywords.
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