Survey of Literature on Covered and Uncovered Interest Parities
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- Muhammad Omer & Jakob de Haan & Bert Scholtens, 2014.
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- Muhammad Omer & Jakob de Haan & Bert Scholtens & Jakob de Haan, 2012. "Testing Uncovered Interest Rate Parity Using LIBOR," CESifo Working Paper Series 3839, CESifo.
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- Salem Boubakri & Cyriac Guillaumin & Alexandre Silanine, 2019. "Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries," Post-Print halshs-02157574, HAL.
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- Su, Chi-Wei & Chang, Hsu-Ling & Chang, Tsangyao & Yin, Kedong, 2014. "Monetary convergence in East Asian countries relative to China," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 228-237.
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More about this item
Keywords
Covered interest parity; uncovered interest parity; survey;All these keywords.
JEL classification:
- A1 - General Economics and Teaching - - General Economics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F36 - International Economics - - International Finance - - - Financial Aspects of Economic Integration
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