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Uncovering Yield Parity: A New Insight into the UIP Puzzle through the Stationarity of Long Maturity Forward Rates. (2007). Darvas, Zsolt ; Rappai, Gbor ; Schepp, Zoltn.
In: Money Macro and Finance (MMF) Research Group Conference 2006.
RePEc:mmf:mmfc06:84.

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References cited by this document

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  56. How well do monetary fundamentals forecast exchange rates?. (2002). Sarno, Lucio ; Neely, Christopher.
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  57. Fin de Siecle Real Interest Parity. (2000). Fujii, Eiji ; Chinn, Menzie.
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  58. Another look at long-horizon uncovered interest parity. (). Montañés, Antonio ; Montaes, Antonio ; Sanso-Navarro, Marcos.
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