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Marston, Richard C. - 1992

Persistent link: https://www.econbiz.de/10000136661

Long-horizon uncovered interest rate parity

Meredith, Guy; Chinn, Menzie David - 1998

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What does the yield curve tell us about exchange rate predictability?

Chen, Yu-chin; Tsang, Kwok Ping - In: The review of economics and statistics 95 (2013) 1, pp. 185-205

Persistent link: https://www.econbiz.de/10009732105

Forward and spot exchange rates in a multi-currency world

Hassan, Tarek A.; Mano, Rui C. - 2014

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Do peso problems explain the returns to the carry trade?

Burnside, Craig; Eichenbaum, Martin S.; Kleshchelski, Isaac - 2008

"Currencies that are at a forward premium tend to depreciate. This 'forward- premium puzzle' is an egregious deviation from uncovered interest parity. We document the properties of the carry trade, a currency speculation strategy that exploits this anomaly. This strategy consists of borrowing...