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Irving Fisher and the UIP puzzle : meeting the expectations a century later

Campbell, Rachel; Koedijk, Kees; Lothian, James R.; … - 2007

Persistent link: https://www.econbiz.de/10003651463

Irving Fisher expectational errors, and the UIP puzzle

Campbell, Rachel; Koedijk, Kees; Lothian, James R.; … - 2007

Persistent link: https://www.econbiz.de/10003473627

I discovered the peso problem: Irving Fisher and the UIP puzzle

Lothian, James R.; Pownall, Rachel A. J.; Koedijk, Kees - In: Journal of international money and finance 38 (2013), pp. 5-17

Persistent link: https://www.econbiz.de/10010228930

Foreign exchange markets: Overview of the special issue : guest editorial

Koedijk, Kees; Lothian, James R.; Dijk, Mathijs van - In: Journal of international money and finance 25 (2006) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10003274863

Foreign exchange markets: Overview of the special issue

Koedijk, Kees G.; Lothian, James R.; Dijk, Mathijs A. van - In: Journal of International Money and Finance 25 (2006) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10005339491

Foreign exchange markets: Overview of the special issue

Koedijk, Kees G.; Lothian, James R.; van Dijk, Mathijs A. - In: Journal of international money and finance 25 (2006) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10006872391

I discovered the peso problem: Irving Fisher and the UIP puzzle

Lothian, James R.; Pownall, Rachel A.J.; Koedijk, Kees G. - In: Journal of International Money and Finance 38 (2013) C, pp. 5-17

Irving Fisher was the first economist to posit what has come to be known as uncovered interest parity relation. He was also the first to offer a peso-problem type explanation for important episodes in which it was violated. After reviewing his theoretical and empirical work on this subject, we...

Persistent link: https://www.econbiz.de/10010719320