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1
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
Saved in:
2
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
Saved in:
3
A reconsideration of the uncovered interest parity relationship
McCallum, Bennett T.
- In:
Journal of monetary economics
33
(
1994
)
1
,
pp. 105-132
Persistent link: https://www.econbiz.de/10001331952
Saved in:
4
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : reply
Ghosh, Dilip K.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 121-125
Persistent link: https://www.econbiz.de/10001377610
Saved in:
5
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates : comment
Batlin, Carl A.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001377612
Saved in:
6
An examination of uncovered interest rate parity in segmented international commodity markets
Hollifield, Burton
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2145-2170
Persistent link: https://www.econbiz.de/10001232325
Saved in:
7
Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates
Ghosh, Dilip K.
- In:
The journal of futures markets
18
(
1998
)
1
,
pp. 115-127
Persistent link: https://www.econbiz.de/10001234357
Saved in:
8
Das Zinsparitätengesetz
Stehle, Richard
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
24
(
1995
)
10
,
pp. 521-524
Persistent link: https://www.econbiz.de/10001190408
Saved in:
9
Empirische Untersuchungen zum Zinsparitätengesetz
Stehle, Richard
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
24
(
1995
)
10
,
pp. 517-520
Persistent link: https://www.econbiz.de/10001190409
Saved in:
10
Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
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