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~isPartOf:"Annals of finance"
~isPartOf:"Asian capital market development and integration : challenges and opportunities"
~isPartOf:"HKIMR working paper"
~isPartOf:"Journal of international economics"
~subject:"Currency derivative"
~subject:"US dollar"
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Search: subject_exact:"Interest rate parity"
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Annals of finance
Asian capital market development and integration : challenges and opportunities
HKIMR working paper
Journal of international economics
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15
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ECONIS (ZBW)
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1
A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Engel, Charles
;
Kazakova, Katya
;
Wang, Mengqi
;
Xiang, Nan
- In:
Journal of international economics
136
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013431541
Saved in:
2
Covered interest parity deviations : macrofinancial determinants
Cerutti, Eugenio M.
;
Obstfeld, Maurice
;
Zhou, Haonan
- In:
Journal of international economics
130
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012887994
Saved in:
3
Breakdown of covered interest parity : mystery or myth?
Wong, Alfred Y.
;
Zhang, Jiayue
-
2017
Persistent link: https://www.econbiz.de/10012201638
Saved in:
4
Risk-adjusted covered interest parity : theory and evidence
Wong, Alfred Y.
;
Leung, David
;
Ng, Calvin
-
2016
Persistent link: https://www.econbiz.de/10012200964
Saved in:
5
Capital flight : China’s experience
Cheung, Yin-Wong
;
Qian, Xingwang
-
2010
Persistent link: https://www.econbiz.de/10003975261
Saved in:
6
Deviation from covered interest parity in Asian foreign-exchange swap markets during the financial crisis of 2007 - 2009
Lee, Inhyung
;
Lee, Seungho
;
Shim, Ilhyock
- In:
Asian capital market development and integration : …
,
(pp. 162-186)
.
2014
Persistent link: https://www.econbiz.de/10010356810
Saved in:
7
Currency returns, market regimes and behavioral biases
MacLean, Leonard C.
;
Zhao, Yonggan
;
Ziemba, William T.
- In:
Annals of finance
9
(
2013
)
2
,
pp. 249-269
Persistent link: https://www.econbiz.de/10009741195
Saved in:
8
The forward discount puzzle and market efficiency
Pilbeam, Keith
;
Olmo, Jose
- In:
Annals of finance
7
(
2011
)
1
,
pp. 119-135
Persistent link: https://www.econbiz.de/10008840217
Saved in:
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