Irving Fisher, Expectational Errors, and the UIP Puzzle
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Cited by:
- Corrado Macchiarelli, 2013.
"On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity,"
Review of International Economics, Wiley Blackwell, vol. 21(3), pages 519-535, August.
- Macchiarelli, Corrado, 2011. "A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information," Working Paper Series 1404, European Central Bank.
- Frankel, Jeffrey & Poonawala, Jumana, 2010.
"The forward market in emerging currencies: Less biased than in major currencies,"
Journal of International Money and Finance, Elsevier, vol. 29(3), pages 585-598, April.
- Jeffrey Frankel & Jumana Poonawala, 2006. "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," NBER Working Papers 12496, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Poonawala, Jumana, 2009. "The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies," Working Paper Series rwp09-023, Harvard University, John F. Kennedy School of Government.
- Frankel, Jeffrey A. & Poonawala, Jumana, 2009. "The Forward Market in Emerging Currencies: Less Biased than in Major Currencies," Scholarly Articles 4448888, Harvard Kennedy School of Government.
- Macchiarelli, Corrado, 2014.
"Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
- Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
- Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014.
"Testing uncovered interest rate parity using LIBOR,"
Applied Economics, Taylor & Francis Journals, vol. 46(30), pages 3708-3723, October.
- Muhammad Omer & Jakob de Haan & Bert Scholtens & Jakob de Haan, 2012. "Testing Uncovered Interest Rate Parity Using LIBOR," CESifo Working Paper Series 3839, CESifo.
- Shehadeh, Ali & Li, Youwei & Moore, Michael, 2016. "The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity," MPRA Paper 71709, University Library of Munich, Germany.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
- Kumar, Satish, 2019. "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
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More about this item
Keywords
Uip; Irving fisher; Expectations formation; Small-sample problems;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2007-05-26 (Central Banking)
- NEP-IFN-2007-05-26 (International Finance)
- NEP-MON-2007-05-26 (Monetary Economics)
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