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Carry trades, agent heterogeneity and the exchange rate

Li, Xiao-Ping; Zhou, Chun-Yang; Tong, Bin - In: International review of economics & finance : IREF 64 (2019), pp. 343-358

Persistent link: https://www.econbiz.de/10012372800

Co-movement and causality between nominal exchange rates and interest rate differentials in BRICS countries : a wavelet analysis

Si, Dengkui; Li, Xiao-Lin; Chang, Tsangyao; Bai, Lu - In: Romanian journal of economic forecasting 21 (2018) 1, pp. 5-19

Persistent link: https://www.econbiz.de/10012019810

Deviations from uncovered interest parity : a Kalman filter approach to the Mark/Dollar rate and the Swiss Franc/Dollar rate

König, Peter - 1988

Persistent link: https://www.econbiz.de/10013387858

The demise of the Swiss Interest Rate Puzzle

Kugler, Peter; Weder, Beatrice - 2009

In this paper we analyzed the violations of UIP for the Swiss Franc against the Dollar, the Euro, the Yen, the Pound and the Canadian Dollar using recent data up to fall 2008. This exercise provides the following main results : first the Swiss interest rate puzzle disappeared, i.e. mean returns...