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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
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A new test for market efficiency and uncovered interest parity
Baillie, Richard; Diebold, Francis X.; Kapetanios, George; … - In: Journal of international money and finance 130 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
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Testing uncovered interest parity : a continuous-time approach
Díez de los Ríos, Antonio; Sentana, Enrique - 2007
Persistent link: https://www.econbiz.de/10003574319
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.; Mano, Rui C. - 2014
Persistent link: https://www.econbiz.de/10010391780
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Forward and spot exchange rates in a multi-currency world
Hassan, Tarek A.; Mano, Rui C. - 2014
Persistent link: https://www.econbiz.de/10010395177
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What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Hong, Gee Hee; Oeking, Anne; Kang, Kenneth H.; Rhee, … - In: Open economies review 32 (2021) 2, pp. 361-394
Persistent link: https://www.econbiz.de/10012548754
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Covered interest parity deviations in standard monetary models
Ibhagui, Oyakhilome - In: Journal of economics & business 111 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012518291
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Credit migration and covered interest rate parity
Liao, Gordon Y. - In: Journal of financial economics 138 (2020) 2, pp. 504-525
Persistent link: https://www.econbiz.de/10012653083
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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