Uncovering uncovered interest parity during the classical gold standard era, 1888-1905
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"Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle,"
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Cited by:
- Tie‐Ying Liu & Chien‐Chiang Lee, 2022. "Exchange rate fluctuations and interest rate policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3531-3549, July.
- Ersin Sünbül, 2023. "Linear and Nonlinear Relationship Between Real Exchange Rate, Real Interest Rate and Consumer Price Index: An Empirical Application for Countries with Different Levels of Development," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 70(1), pages 57-70, March.
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More about this item
Keywords
Uncovered interest parity; gold standard;JEL classification:
- N21 - Economic History - - Financial Markets and Institutions - - - U.S.; Canada: Pre-1913
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-HIS-2010-11-20 (Business, Economic and Financial History)
- NEP-IFN-2010-11-20 (International Finance)
- NEP-MON-2010-11-20 (Monetary Economics)
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