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Some "news" on covered interest arbitrage

Taylor, Mark P.; Fraser, Patricia - 1990

Persistent link: https://www.econbiz.de/10000130978

Vector autogressive tests of uncovered interest rate parity with allowance for conditional heteroscedasticity

Taylor, Mark P. - In: Scottish journal of political economy : the journal of … 36 (1989) 3, pp. 238-252

Persistent link: https://www.econbiz.de/10001068491

Interest rate parity : some new evidence

MacDonald, Ronald - In: Bulletin of economic research 41 (1989) 4, pp. 255-274

Persistent link: https://www.econbiz.de/10001072788

The stabilizing effect of the ERM on exchange rates and interest rates : some nonparametric tests

Artis, Michael J. - In: Staff papers / International Monetary Fund 41 (1994) 1, pp. 123-148

Persistent link: https://www.econbiz.de/10001160870

Covered interest parity : a high-frequency, high-quality data study

Taylor, Mark P. - In: Economica 54 (1987) 216, pp. 429-438

Persistent link: https://www.econbiz.de/10001081338

The Stabilizing Effect of the ERMon Exchange Rates and Interest Rates : An Empirical Investigation

Artis, Michael J. - 1993

This paper applies nonparametric test procedures to test for a shift in the volatility of nominal and real exchange rates for ERM members and nonmembers. The results imply a reduction in volatility for the ERM members, especially during the second half of the period of operation of the ERM. We...