Uncovered interest parity and the FX carry trade

被引：3

作者：

James, Jessica ^{[1
]}

Kasikov, Kristjan ^{[1
]}

Secmen, Aysu ^{[1
]}

机构：

[1] Citigrp Ctr, London E14 5LB, England

来源：

QUANTITATIVE FINANCE | 2009年 / 9卷 / 02期

关键词：

HYPOTHESIS; EXCHANGE;

D O I：

10.1080/14697680802564078

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：123 / 127

页数：5

共 50 条

[21] Uncovered Interest Parity: Are Empirical Rejections of It Valid?
Olmo, Jose
Pilbeam, Keith
[J]. JOURNAL OF ECONOMIC INTEGRATION, 2009, 24 (02) : 369 - 384
[22] Emerging markets and uncovered interest rate parity
Bahram Adrangi
Mary Allender
Kambiz Raffiee
[J]. Atlantic Economic Journal, 2003, 31 (3) : 291 - 291
[23] UNCOVERED INTEREST RATE PARITY AND MONETARY POLICY
Guney, Pelin Oge
[J]. ECONOMIC AND SOCIAL DEVELOPMENT (ESD), 2017, : 217 - 219
[24] The Research of Uncovered Interest Parity and Monetary Policy
Li, Li
Lin, Gang-Ping
[J]. PROCEEDINGS OF THE 2017 3RD INTERNATIONAL CONFERENCE ON SOCIAL SCIENCE AND HIGHER EDUCATION, 2017, 99 : 90 - 92
[25] Uncovered interest parity puzzle: Asymmetric responses
Lee, Byung-Joo
[J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2013, 27 : 238 - 249
[26] An alternative approach to testing uncovered interest parity
Bhatti, RH
Moosa, IA
[J]. APPLIED ECONOMICS LETTERS, 1995, 2 (12): : 478 - 481
[27] Interest differentials and extreme support for uncovered interest rate parity
Craighead, William D.
Davis, George K.
Miller, Norman C.
[J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2010, 19 (04) : 723 - 732
[28] Why does uncovered interest parity fail empirically?
Aziz, Nusrate
[J]. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2024, 95
[29] Does the uncovered interest parity hold in short horizons?
Aslan, Oezguer
Korap, H. Levent
[J]. APPLIED ECONOMICS LETTERS, 2010, 17 (04) : 361 - 365
[30] Uncovered Interest Parity: Cross-Sectional Evidence
Lee, Byung-Joo
[J]. REVIEW OF INTERNATIONAL ECONOMICS, 2011, 19 (02) : 219 - 231

← 1 2 3 4 5 →