1. Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model. (2014). Hayo, Bernd ; Niehof, Britta .
   In: MAGKS Papers on Economics.
   RePEc:mar:magkse:201421.

   Full description at Econpapers || Download paper

2. What drives the German current account? and how does it affect other EU member states?. (2014). Vogel, Lukas ; Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; in't Veld , Jan, ; Roeger, Werner ; in 't Veld, Jan, ; In't Veld, Jan, .
   In: Globalization Institute Working Papers.
   RePEc:fip:feddgw:176.

   Full description at Econpapers || Download paper

3. What drives the German current account? And how does it affect other EU member states?. (2014). Vogel, Lukas ; Ratto, Marco ; Kollmann, Robert ; in 't Veld, Jan ; Roeger, Werner.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2014-35.

   Full description at Econpapers || Download paper

4. Provocările politicii monetare. (2013). Stefanescu, Razvan ; DUMITRIU, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:50261.

   Full description at Econpapers || Download paper

5. Does Uncovered Interest rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
   In: MPRA Paper.
   RePEc:pra:mprapa:47572.

   Full description at Econpapers || Download paper

6. Exchange Rates and Interest Parity. (2013). Engel, Charles.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:19336.

   Full description at Econpapers || Download paper

7. Studying International Spillovers in a New Keynesian Continuous Time Framework with Financial Markets. (2013). Hayo, Bernd ; Niehof, Britta .
   In: MAGKS Papers on Economics.
   RePEc:mar:magkse:201342.

   Full description at Econpapers || Download paper

8. Exchange Rate Predictability and a Monetary Model with Time-varying Cointegration Coefficients. (2013). Park, Cheolbeom.
   In: Discussion Paper Series.
   RePEc:iek:wpaper:1302.

   Full description at Econpapers || Download paper

9. Uncovered interest parity puzzle: Asymmetric responses. (2013). Lee, Byung-Joo.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:27:y:2013:i:c:p:238-249.

   Full description at Econpapers || Download paper

10. Exchange rate predictability and a monetary model with time-varying cointegration coefficients. (2013). Park, Cheolbeom.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:394-410.

    Full description at Econpapers || Download paper

11. Are capital controls in the foreign exchange market effective?. (2013). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Wolff, Christian C. P., ; Straetmans, Stefan T. M., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:36-53.

    Full description at Econpapers || Download paper

12. An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model. (2013). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:109-120.

    Full description at Econpapers || Download paper

13. The forward premium puzzle and latent factors day by day. (2012). von Hagen, Juergen ; de Vries, Casper ; Bernoth, Kerstin.
    In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century.
    RePEc:zbw:vfsc12:62017.

    Full description at Econpapers || Download paper

14. FOREIGN EXCHANGE MARKET EFFICIENCY. EMPIRICAL RESULTS FOR THE USD/EUR MARKET. (2012). Waszkowski, Adam ; Czech, Katarzyna Anna .
    In: e-Finanse.
    RePEc:rze:efinan:v:8:y:2012:i:3:p:1-9.

    Full description at Econpapers || Download paper

15. Modeling exchange rate dynamics in Peru: A cointegration approach using the UIP and PPP. (2012). Jaramillo Franco, Miguel ; Lozano, Sergio Servan .
    In: MPRA Paper.
    RePEc:pra:mprapa:70772.

    Full description at Econpapers || Download paper

16. Econometric analysis of present value models when the discount factor is near one. (2012). West, Kenneth.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:171:y:2012:i:1:p:86-97.

    Full description at Econpapers || Download paper

17. Does Uncovered Interest Rate Parity Hold in Turkey?. (2012). olak, Olcay ; KARAHAN, Ozcan.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2012-04-2.

    Full description at Econpapers || Download paper

18. Systematic monetary policy and the forward premium puzzle. (2012). Tarashev, Nikola ; TAMBAKIS, DEMOSTHENES.
    In: BIS Working Papers.
    RePEc:bis:biswps:396.

    Full description at Econpapers || Download paper

19. Uncovered Interest Parity and the Risk Premium. (2011). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:24072.

    Full description at Econpapers || Download paper

20. Uncovered Interest Parity and the Risk Premium. (2011). Ghoshray, Atanu ; Li, Dandan ; Morley, Bruce.
    In: Department of Economics Working Papers.
    RePEc:eid:wpaper:02/11.

    Full description at Econpapers || Download paper

21. What happened to the transatlantic capital market relations?. (2011). Weber, Enzo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:3:p:877-884.

    Full description at Econpapers || Download paper

22. The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries. (2011). Tang, Kin-Boon .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:568-573.

    Full description at Econpapers || Download paper

23. Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis. (2010). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41744.

    Full description at Econpapers || Download paper

24. Does the uncovered interest parity hold in short horizons?. (2010). KORAP, LEVENT ; Levent, Korap .
    In: MPRA Paper.
    RePEc:pra:mprapa:20788.

    Full description at Econpapers || Download paper

25. Currency crisis and the forward discount bias: Evidence from emerging economies under breaks. (2010). Mollick, Andre ; Bai, Shuming.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:5:p:556-574.

    Full description at Econpapers || Download paper

26. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle. (2010). van Wincoop, Eric ; Bacchetta, Philippe.
    In: American Economic Review.
    RePEc:aea:aecrev:v:100:y:2010:i:3:p:870-904.

    Full description at Econpapers || Download paper

27. EXCHANGE RATES AND VOLATILITY IN CENTRAL AND EASTERN EUROPE: A TEST FOR UNCOVERED INTEREST PARITY. (2009). Dan-Gabriel, DUMITRESCU ; Lavinia, HOROBET Alexandra ; Sorin-Adrian, DUMITRESCU .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:3:y:2009:i:1:p:552-557.

    Full description at Econpapers || Download paper

28. Sobreapreciação Cambial no Brasil: Estimativa, Causas e Consequências (1994-2008). (2009). Araujo, Eliane ; de Araujo, Eliane Cristina ; Marcos Vinicius Chiliatto Leite, .
    In: Discussion Papers.
    RePEc:ipe:ipetds:1404.

    Full description at Econpapers || Download paper

29. Resolving the unbiasedness puzzle in the foreign exchange market. (2009). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2009-002.

    Full description at Econpapers || Download paper

30. Can perpetual learning explain the forward-premium puzzle?. (2008). Evans, George ; Chakraborty, Avik.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:3:p:477-490.

    Full description at Econpapers || Download paper

31. Testing the forward rate unbiasedness hypothesis during the 1920s. (2008). Kouretas, Georgios ; Georgoutsos, Dimitris ; Diamandis, Panayiotis F..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:4:p:358-373.

    Full description at Econpapers || Download paper

32. Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan ; Stefan T. M. Straetmans, .
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:08-12.

    Full description at Econpapers || Download paper

33. Are Capital Controls in the Foreign Exchange Market Effective?. (2008). Wolff, Christian ; Versteeg, Roald ; Straetmans, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6727.

    Full description at Econpapers || Download paper

34. Short-run Exchange-Rate Dynamics: Theory and Evidence. (2008). Osler, Carol ; Dahl, Christian ; Carlson, John A.
    In: CREATES Research Papers.
    RePEc:aah:create:2008-01.

    Full description at Econpapers || Download paper

35. The New Keynesian Business Cycle Achievements and Challenges. (2007). Saroliya, Gaurav.
    In: Discussion Papers.
    RePEc:yor:yorken:07/20.

    Full description at Econpapers || Download paper

36. Integration of Financial Markets in SAARC Countries: Evidence Based on Uncovered Interest rate Parity Hypothesis. (2007). Khan, Muhammad ; Sajid, Muhammad Zubair.
    In: MPRA Paper.
    RePEc:pra:mprapa:6751.

    Full description at Econpapers || Download paper

37. Investor Overconfidence and the Forward Discount Puzzle. (2007). Hirshleifer, David ; han, bing ; Wang, Tracy.
    In: MPRA Paper.
    RePEc:pra:mprapa:6497.

    Full description at Econpapers || Download paper

38. Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy. (2007). KORAP, LEVENT ; Levent, Korap .
    In: MPRA Paper.
    RePEc:pra:mprapa:19618.

    Full description at Econpapers || Download paper

39. A new Test of Uncovered Interest Rate Parity: Evidence from Turkey. (2007). .
    In: MPRA Paper.
    RePEc:pra:mprapa:10787.

    Full description at Econpapers || Download paper

40. Uncovered Interest Parity: Cross-sectional Evidence. (2007). Lee, Byung-Joo.
    In: MPRA Paper.
    RePEc:pra:mprapa:10360.

    Full description at Econpapers || Download paper

41. 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.

    Full description at Econpapers || Download paper

42. What Happened to the Transatlantic Capital Market Relations?. (2007). Weber, Enzo.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2007-014.

    Full description at Econpapers || Download paper

43. A macroeconometric model for the Euro economy. (2007). Marcellino, Massimiliano ; Dreger, Christian.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:29:y:2007:i:1:p:1-13.

    Full description at Econpapers || Download paper

44. Uncovered interest rate parity and the term structure. (2007). Xing, Yuhang ; Wei, Min ; Bekaert, Geert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:6:p:1038-1069.

    Full description at Econpapers || Download paper

45. Official interventions and the forward premium anomaly. (2007). Moh, Young-Kyu ; Mark, Nelson.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:14:y:2007:i:4:p:499-522.

    Full description at Econpapers || Download paper

46. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities. (2007). Mehl, Arnaud ; Cappiello, Lorenzo.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007801.

    Full description at Econpapers || Download paper

47. The Forward Premium Puzzle: new evidence from futures contracts. (2007). von Hagen, Juergen ; de Vries, Casper ; Bernoth, Kerstin.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:125.

    Full description at Econpapers || Download paper

48. Foreign Exchange Risk Premium Determinants: Case of Armenia. (2006). Poghosyan, Tigran ; Kočenda, Evžen.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2006-811.

    Full description at Econpapers || Download paper

49. A Yield Curve Perspective on Uncovered Interest Parity. (2006). Krippner, Leo.
    In: Working Papers in Economics.
    RePEc:wai:econwp:06/16.

    Full description at Econpapers || Download paper

50. Survey of Literature on Covered and Uncovered Interest Parities. (2006). Pasricha, Gurnain.
    In: MPRA Paper.
    RePEc:pra:mprapa:22737.

    Full description at Econpapers || Download paper

51. Exchange Rate Regimes, Capital Account Opening and Real Exchange Rates: Evidence from Thailand. (2006). Jongwanich, Juthathip.
    In: Departmental Working Papers.
    RePEc:pas:papers:2006-01.

    Full description at Econpapers || Download paper

52. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12489.

    Full description at Econpapers || Download paper

53. Macro lessons from microstructure. (2006). Osler, Carol.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:55-80.

    Full description at Econpapers || Download paper

54. Incomplete information processing: a solution to the forward discount puzzle. (2006). van Wincoop, Eric ; Bacchetta, Philippe.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-35.

    Full description at Econpapers || Download paper

55. Asset price based estimates of sterling exchange rate risk premia. (2006). Groen, Jan ; Balakrishnan, Ravi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:71-92.

    Full description at Econpapers || Download paper

56. The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets. (2006). Chinn, Menzie.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:25:y:2006:i:1:p:7-21.

    Full description at Econpapers || Download paper

57. Uncovering Yield Parity: A new insight into the UIP puzzle through the stationarity of long maturity forward rates. (2006). Darvas, Zsolt ; Gábor Rappai, ; Zoltán Schepp, .
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:098.

    Full description at Econpapers || Download paper

58. The Returns to Currency Speculation. (2006). Rebelo, Sergio ; Eichenbaum, Martin ; Burnside, Craig ; Kleshchelski, Isaac .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5883.

    Full description at Econpapers || Download paper

59. Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo. (2006). Melo-Velandia, Luis ; Gonzalez, Andres ; Arango Thomas, Luis ; Leon, Jhon Jairo.
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002425.

    Full description at Econpapers || Download paper

60. The forward premium anomaly: statistical artefact or economic puzzle? New evidence from robust tests. (2006). Maynard, Alex.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:39:y:2006:i:4:p:1244-1281.

    Full description at Econpapers || Download paper

61. Foreign Exchange Risk Premium Determinants: Case of Armenia. (2006). Poghosyan, Tigran ; Kočenda, Evžen ; Kocenda, Evzen .
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp297.

    Full description at Econpapers || Download paper

62. Efectos de los cambios en la tasa de intervención del Banco de la República sobre la estructura a plazo. (2006). Melo-Velandia, Luis ; León Díaz, John ; Gonzalez, Andres ; Arango Thomas, Luis ; Leon, John Jairo .
    In: Borradores de Economia.
    RePEc:bdr:borrec:424.

    Full description at Econpapers || Download paper

63. The commodity currency puzzle. (2005). Hungnes, Håvard ; Bjørnland, Hilde.
    In: Discussion Papers.
    RePEc:ssb:dispap:423.

    Full description at Econpapers || Download paper

64. Dollar denominated accounts in Latin America during the 1990s. (2005). Gomis-Porqueras, Pedro ; Somuano, Alejandro ; Serrano, Carlos .
    In: MPRA Paper.
    RePEc:pra:mprapa:38370.

    Full description at Econpapers || Download paper

65. The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly. (2005). Boudoukh, Jacob ; Whitelaw, Robert ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11840.

    Full description at Econpapers || Download paper

66. Taylor Rules, McCallum Rules and the Term Structure of Interest Rates. (2005). Zin, Stanley ; Hollifield, Burton ; Gallmeyer, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11276.

    Full description at Econpapers || Download paper

67. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200519.

    Full description at Econpapers || Download paper

68. The Behavior of Interest Rate Differentials Under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel. (2005). Ibarra, Carlos .
    In: Latin American Journal of Economics-formerly Cuadernos de Economía.
    RePEc:ioe:cuadec:v:42:y:2005:i:125:p:103-131.

    Full description at Econpapers || Download paper

69. The commodity currency puzzle. (2005). Hungnes, Håvard ; Bjørnland, Hilde ; Bjornland, Hilde C..
    In: Memorandum.
    RePEc:hhs:osloec:2005_032.

    Full description at Econpapers || Download paper

70. Parity conditions and the efficiency of the Australian 90- and 180-day forward markets. (2005). Felmingham, Bruce ; Leong, SuSan ; Su San Leong, .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:14:y:2005:i:2:p:127-145.

    Full description at Econpapers || Download paper

71. Testing long-run purchasing power parity under exchange rate targeting. (2005). Sideris, Dimitrios ; Brissimis, Sophocles ; Voumvaki, Fragiska K..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:6:p:959-981.

    Full description at Econpapers || Download paper

72. Simple monetary policy rules and exchange rate uncertainty. (2005). Söderström, Ulf ; Leitemo, Kai.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:3:p:481-507.

    Full description at Econpapers || Download paper

73. Monetary convergence of the EU accession countries to the eurozone: A theoretical framework and policy implications. (2005). Orlowski, Lucjan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:1:p:203-225.

    Full description at Econpapers || Download paper

74. Testing forward rate unbiasedness allowing for persistent regressors. (2005). Maynard, Alex ; Liu, Wei.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:12:y:2005:i:5:p:613-628.

    Full description at Econpapers || Download paper

75. Investor Overconfidence and the Forward Discount Puzzle. (2005). Hirshleifer, David ; han, bing ; Wang, Tracy Yue.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2005-21.

    Full description at Econpapers || Download paper

76. Rational Inattention: A Solution to the Forward Discount Puzzle. (2005). van Wincoop, Eric ; Bacchetta, Philippe.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5261.

    Full description at Econpapers || Download paper

77. Asset price based estimates of sterling exchange rate risk premia. (2005). Groen, Jan ; Balakrishnan, Ravi.
    In: Bank of England working papers.
    RePEc:boe:boeewp:250.

    Full description at Econpapers || Download paper

78. Concepts of equilibrium exchange rates. (2005). Westaway, Peter ; Driver, Rebecca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:248.

    Full description at Econpapers || Download paper

79. The Forward Premium Puzzle in a Model of Imperfect Information: Theory and Evidence. (2004). Albuquerque, Rui.
    In: International Finance.
    RePEc:wpa:wuwpif:0405007.

    Full description at Econpapers || Download paper

80. Leaning Against the Parity. (2004). Ferreira, Alex.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:0413.

    Full description at Econpapers || Download paper

81. Tests of the expectations hypothesis: resolving the Campbell-Shiller paradox. (2004). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2003-022.

    Full description at Econpapers || Download paper

82. Tests of the expectations hypothesis: resolving the anomalies when the short-term rate is the federal funds rate. (2004). Thornton, Daniel.
    In: Working Papers.
    RePEc:fip:fedlwp:2000-003.

    Full description at Econpapers || Download paper

83. Official Interventions and Occasional Violations of Uncovered Interest Parity in the Dollar-DM Market. (2004). Moh, Young-Kyu ; Mark, Nelson.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:762.

    Full description at Econpapers || Download paper

84. Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting. (2004). Brissimis, Sophocles ; Sideris, Dimitris A. ; Voumvaki, Fragiska K..
    In: Working Papers.
    RePEc:bog:wpaper:15.

    Full description at Econpapers || Download paper

85. Testing for Forward-Rate Unbiasedness: On Regression in Levels and in Returns. (2003). Maynard, Alex.
    In: The Review of Economics and Statistics.
    RePEc:tpr:restat:v:85:y:2003:i:2:p:313-327.

    Full description at Econpapers || Download paper

86. A Theory of Exchange Rates and the Term Structure of Interest Rates. (2003). Ogaki, Masao ; Lim, Hyoung-Seok .
    In: RCER Working Papers.
    RePEc:roc:rocher:504.

    Full description at Econpapers || Download paper

87. Changes in Equity Risk Perceptions: Global Consequences and Policy Responses. (2003). Vines, David ; McKibbin, Warwick.
    In: Departmental Working Papers.
    RePEc:pas:papers:2003-15.

    Full description at Econpapers || Download paper

88. Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market. (2003). Moh, Young-Kyu ; Mark, Nelson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9948.

    Full description at Econpapers || Download paper

89. Befektetői horizont és a „forwardrejtély”. (2003). Schepp, Zoltan .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:646.

    Full description at Econpapers || Download paper

90. Monetary policys effects during the financial crises in Brazil and Korea. (2003). Mahadeva, Lavan ; Goodhart, Charles ; Spicer, John .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:8:y:2003:i:1:p:55-79.

    Full description at Econpapers || Download paper

91. Booms and Busts in EMU. (2003). Gottfries, Nils.
    In: Working Paper Series.
    RePEc:hhs:uunewp:2003_029.

    Full description at Econpapers || Download paper

92. Fundamental determinants of the long run real exchange rate: The case of Norway. (2003). Hungnes, Håvard ; Bjørnland, Hilde.
    In: Memorandum.
    RePEc:hhs:osloec:2002_023.

    Full description at Econpapers || Download paper

93. Risk premia on foreign exchange: a direct approach. (2003). Morgan, George Emir ; Mun, Kyung-Chun .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:13:y:2003:i:3:p:231-250.

    Full description at Econpapers || Download paper

94. The term structure of deviations from the interest parity. (2003). Drakos, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:13:y:2003:i:1:p:57-67.

    Full description at Econpapers || Download paper

95. Dread of Depreciation; Measuring Real Exchange Rate Interventions. (2002). Dutta, Jayasri.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/063.

    Full description at Econpapers || Download paper

96. The Forward Premium Puzzle Revisited. (2002). Ma, Yue ; Meredith, Guy M.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2002/028.

    Full description at Econpapers || Download paper

97. Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence. (2002). Kouretas, Georgios ; Georgoutsos, Dimitris ; Georgoutsos D., ; Kouretas G., .
    In: European Research Studies Journal.
    RePEc:ers:journl:v:v:y:2002:i:1-2:p:7-22.

    Full description at Econpapers || Download paper

98. Does long-run real interest parity hold among EU countries? Some new panel data evidence. (2002). Holmes, Mark.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:42:y:2002:i:4:p:733-746.

    Full description at Econpapers || Download paper

99. Testing for long horizon UIP using PPP-based exchange rate expectations. (2001). Berk, Jan Marc ; Knot, Klaas H. W., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:2:p:377-391.

    Full description at Econpapers || Download paper

100. Interest parity at short and long horizons. (2000). Chinn, Menzie ; Meredith, Guy .
     In: SFB 373 Discussion Papers.
     RePEc:zbw:sfb373:200044.

     Full description at Econpapers || Download paper

101. The empirical determinants of the Euro: Short and long run perspectives. (2000). Chinn, Menzie.
     In: SFB 373 Discussion Papers.
     RePEc:zbw:sfb373:200043.

     Full description at Econpapers || Download paper

102. Incomplete markets, borrowing constraints, and the foreign exchange risk premium. (2000). Leduc, Sylvain.
     In: Working Papers.
     RePEc:fip:fedpwp:00-3.

     Full description at Econpapers || Download paper

103. The effect of monetary policy actions on exchange rates under interest-rate targeting. (2000). Bonser-Neal, Catherine ; Roley, Vance V. ; Sellon, Gordon H..
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:19:y:2000:i:5:p:601-631.

     Full description at Econpapers || Download paper

104. The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction. (2000). Kugler, Peter.
     In: Economics Letters.
     RePEc:eee:ecolet:v:66:y:2000:i:2:p:209-214.

     Full description at Econpapers || Download paper

105. The exchange rate and the term structure of interest rates in Mexico. (2000). Ogaki, Masao ; Santaella, Julio A..
     In: Journal of Development Economics.
     RePEc:eee:deveco:v:63:y:2000:i:1:p:135-155.

     Full description at Econpapers || Download paper

106. Monetary Transmission and Asset-Liability Management by Financial Institutions in Transitional Economies - Implications for Czech Monetary Policy. (2000). Derviz, Alexis.
     In: Archive of Monetary Policy Division Working Papers.
     RePEc:cnb:mpaper:2000/22.

     Full description at Econpapers || Download paper

107. An Empirical Two-Good Two-Country Representative- Agent Model with Endogenous Growth. (1999). federici, daniela ; Wymer, Clifford R. ; Donaghy, Kieran.
     In: ERSA conference papers.
     RePEc:wiw:wiwrsa:ersa99pa347.

     Full description at Econpapers || Download paper

108. A Structural Vector Autoregression Model of Monetary Policy in Australia. (1999). Voss, Graham ; Brischetto, Andrea.
     In: RBA Research Discussion Papers.
     RePEc:rba:rbardp:rdp1999-11.

     Full description at Econpapers || Download paper

109. The forward rate unbiasedness hypothesis in inflation-targeting regimes. (1999). Razzak, Weshah.
     In: Reserve Bank of New Zealand Discussion Paper Series.
     RePEc:nzb:nzbdps:1999/03.

     Full description at Econpapers || Download paper

110. Determinants of current risk premiums. (1999). Osler, Carol ; Carlson, John A..
     In: Staff Reports.
     RePEc:fip:fednsr:70.

     Full description at Econpapers || Download paper

111. Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests. (1999). Choudhry, Taufiq.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:8:y:1999:i:4:p:433-453.

     Full description at Econpapers || Download paper

112. Time-varying risk premia in foreign exchange and equity markets: evidence from Asia-Pacific countries. (1999). Tai, Chu-Sheng .
     In: Journal of Multinational Financial Management.
     RePEc:eee:mulfin:v:9:y:1999:i:3-4:p:291-316.

     Full description at Econpapers || Download paper

113. Heterogeneous expectations and tests of efficiency in the yen/dollar forward exchange rate market. (1999). Ito, Takatoshi ; Elliott, Graham.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:43:y:1999:i:2:p:435-456.

     Full description at Econpapers || Download paper

114. Uncovered interest parity, monetary policy and time-varying risk premia. (1999). Anker, Peter.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:18:y:1999:i:6:p:835-851.

     Full description at Econpapers || Download paper

115. Tests of the Expectations Hypothesis and Policy Reaction to the Term Spread: Some Comparative Evidence.. (1998). Torricelli, Costanza ; Boero, Gianna.
     In: The Warwick Economics Research Paper Series (TWERPS).
     RePEc:wrk:warwec:512.

     Full description at Econpapers || Download paper

116. Stochastic Monetary Interdependence, Currency Regime Choice and the Operation of Monetary Policy. (1998). Floyd, John.
     In: Working Papers.
     RePEc:tor:tecipa:floyd-98-01.

     Full description at Econpapers || Download paper

117. The exchange rate and inflation targeting. (1998). Orr, Adrian ; White, Bruce ; Scott, Alasdair .
     In: Reserve Bank of New Zealand Bulletin.
     RePEc:nzb:nzbbul:september1998:1.

     Full description at Econpapers || Download paper

118. Long-Horizon Uncovered Interest Rate Parity. (1998). Chinn, Menzie ; Meredith, Guy .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:6797.

     Full description at Econpapers || Download paper

119. From Worldwide Capital Mobility to International Financial Integration: A Review Essay. (1998). von Furstenberg, George.
     In: Open Economies Review.
     RePEc:kap:openec:v:9:y:1998:i:1:p:53-84.

     Full description at Econpapers || Download paper

120. Risk premia and overshooting. (1998). Isaac, Alan G.
     In: Economics Letters.
     RePEc:eee:ecolet:v:61:y:1998:i:3:p:359-364.

     Full description at Econpapers || Download paper

121. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Exchange Rate Market. (1998). Ito, Takatoshi ; Elliott, Graham.
     In: University of California at San Diego, Economics Working Paper Series.
     RePEc:cdl:ucsdec:qt5wm0q8mz.

     Full description at Econpapers || Download paper

122. The Behaviour of the Dollar and Exchange Rates in Europe: Empirical Evidence and Possible Explanations. (1998). Pozzolo, Alberto ; del Giovane, Paolo .
     In: Temi di discussione (Economic working papers).
     RePEc:bdi:wptemi:td_328_98.

     Full description at Econpapers || Download paper

123. The Smoothing of Official Interest Rates. (1997). Ellis, Luci ; Lowe, Philip.
     In: RBA Annual Conference Volume.
     RePEc:rba:rbaacv:acv1997-18.

     Full description at Econpapers || Download paper

124. Exchange Rate Expectations, the Forward Exchange Rate Bias and Risk Premia in Target Zones. (1997). Nessen, Marianne.
     In: Open Economies Review.
     RePEc:kap:openec:v:8:y:1997:i:2:p:99-136.

     Full description at Econpapers || Download paper

125. New techniques to extract market expectations from financial instruments. (1997). Svensson, Lars ; Söderlind, Paul.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:40:y:1997:i:2:p:383-429.

     Full description at Econpapers || Download paper

126. Identifying monetary policy in a small open economy under flexible exchange rates. (1997). Zha, Tao ; Cushman, David.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:39:y:1997:i:3:p:433-448.

     Full description at Econpapers || Download paper

127. Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis. (1997). zhang, hua ; Wu, Yangru.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:16:y:1997:i:4:p:609-623.

     Full description at Econpapers || Download paper

128. Kamatkülönbség és árfolyam-várakozások az előre bejelentett kúszó árfolyamrendszerben. (1996). Darvas, Zsolt.
     In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
     RePEc:ksa:szemle:115.

     Full description at Econpapers || Download paper

129. Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM. (1996). Siklos, Pierre ; Tarajos, Rod.
     In: Open Economies Review.
     RePEc:kap:openec:v:7:y:1996:i:1:p:35-59.

     Full description at Econpapers || Download paper

130. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

     Full description at Econpapers || Download paper

131. Asymmetry in forward exchange rate bias: A puzzling result. (1996). zhang, hua ; Wu, Yangru.
     In: Economics Letters.
     RePEc:eee:ecolet:v:50:y:1996:i:3:p:407-411.

     Full description at Econpapers || Download paper

132. Time-Varying Risk Premia in the Foreign Currency Futures Basis. (1996). Barkoulas, John ; Baum, Christopher.
     In: Boston College Working Papers in Economics.
     RePEc:boc:bocoec:281.

     Full description at Econpapers || Download paper

133. Heterogeneous Expectations and Tests of Efficiency in the Yen/Dollar Forward Foreign Exchange Rate Market. (1995). Ito, Takatoshi ; Elliott, Graham.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:5376.

     Full description at Econpapers || Download paper

134. Fixes: Of The Forward Discount Puzzle. (1994). Rose, Andrew ; Flood, Robert.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:4928.

     Full description at Econpapers || Download paper

135. Explaining Forward Discount Bias: Is it Anchoring?. (1993). Gruen, David ; David W. R. Gruen, ; Gizycki, Marianne C..
     In: RBA Research Discussion Papers.
     RePEc:rba:rbardp:rdp9307.

     Full description at Econpapers || Download paper

136. Unit roots in macroeconomic time series: some critical issues. (1993). McCallum, Bennett.
     In: Economic Quarterly.
     RePEc:fip:fedreq:y:1993:i:spr:p:13-44.

     Full description at Econpapers || Download paper

137. Agents Rationality and the CHF/USD Exchange Rate, Part II. (). Garbers, Hermann.
     In: IEW - Working Papers.
     RePEc:zur:iewwpx:169.

     Full description at Econpapers || Download paper

138. Agents Rationality and the CHF/USD Exchange Rate, Part I. (). Garbers, Hermann.
     In: IEW - Working Papers.
     RePEc:zur:iewwpx:163.

     Full description at Econpapers || Download paper

139. Another look at long-horizon uncovered interest parity. (). Montañés, Antonio ; Montaes, Antonio ; Sanso-Navarro, Marcos.
     In: Studies on the Spanish Economy.
     RePEc:fda:fdaeee:221.

     Full description at Econpapers || Download paper

1. Attempt at Perspective, Journal of Monetary Economics Il, 139-168. ______________ 1986, Some Issues Concerning Interest Rate Pegging, Price Level Determinacy, and the Real Bills Doctrine, Journal of Monetary Economics 17, 135-160.
   Paper not yet in RePEc: Add citation now
   

2. Barnhart, S.W., and A.C. Szakmary, 1991, Testing the Unbiased Forward Rate Hypothesis: Evidence on Unit Roots, Co-Integration, and Stochastic Coefficients, Journal of Financial and Quantitative Analysis 26, 245-267.

3. Bekaert, G., and R. J. Hodrick, 1991, On Biases in the Measurement of Foreign Exchange Risk Premiums, NBER Working Paper No. 3861.

4. Bilson, J.F.O., 1981, The Speculative Efficiency Hypothesis, Journal of Business 54, 435-451.

5. Boyer, R.A., and C.F. Adams, 1988, Forward Premia and Risk Premia in a Simple Model of Exchange Rate Determination, Journal of Money, Credit, and Banking 20, 633-644.

6. Copeland, L.S., 1989, Exchange Rates and International Finance. (Reading, MA: Addison Wesley).
   Paper not yet in RePEc: Add citation now
   

7. Cumby, R.E., and M. Obstfeld, 1984, International Interest Rate and Price Level Linkages Uncer Flexible Exchange Rates, in Exchange Rate Theory and Practice, ed. by J.F.O. Bilson and R.C. Marston. (Univ. of Chicago Press, Chicago).

8. Frankel, J.A., and K. Froot, 1987, Using Survey DAta to Test Some Standard Propositions Regarding Exchange Rate Expectations, American Economic Review 77, 133-153.

9. Fratianni, H., and L.M. Wakeman, 1982, The Law of One Price in the Eurocurrency Market, Journal of International Money and Finance 1, 307-323.

10. Frenkel, J.A., and M. Mussa, 1980, The Efficiency of Foreign Exchange Markets and Measures of Turbulence, American Economic Review, Papers and Proceedings, 374-381.

11. Froot, K.A., and J.A. Frankel, 1989, Forward Discount Bias: Is It An Exchange Rate Premium? Quarterly Journal of Economics 104, 139-161.

12. Froot, K.A., and R.H.Thaler, 1990, Anomalies: Foreign Exchange, Journal of Economic Perspectives 4, 179-192.

13. Goodhart, C.A.E., P.C. McMahon, and Y.L. Ngama, 1990, Why does the Spot-Forward Discount Fail to Predict Changes In Future Spot Rates? L.S.E. Discussion Paper In Economics No. 90/11.
    Paper not yet in RePEc: Add citation now
    

14. Hansen, L.P., and R.J. Hodrick, 1980, Forward Exchange Rates as Optimal Predictors of Future Spot Rates; An Econometric Analysis, Journal of Political Economy 88, 829-853.

15. Lessons from the 1970s, Journal of Political Economy 89, 665-705.
    Paper not yet in RePEc: Add citation now
    

16. Levich, R.M., 1985, Empirical Studies of Exchange Rates: Price Behavior, Rate Determination, and Market Efficiency, in Handbook of International Economics, Vol. II, ed. R.W. Jones and P.S. Kenan.

17. Longworth (1981). More recent examples are too numberous to list.
    Paper not yet in RePEc: Add citation now
    

18. Longworth, D., 1981, Testing the Efficiency of the Canadian-U.S. Exchange Market Under the Assumption of No Risk Premium, Journal of Finance 36, 43-49.

19. MacDonald, R., 1988, Floating Exchange Rates: Theories and Evidence, (Unwin Hyman, London).
    Paper not yet in RePEc: Add citation now
    
20. MacDonald, R., and M. P. Taylor, 1989, International Parity Conditions, Greek Economic Review 11, 257-290.
    Paper not yet in RePEc: Add citation now
    
21. McKibbon, W.J., and J.D. Sachs, 1989, The McKibbon-Sachs Global Model: Theory and Specification, NBER W.P. No. 3100 Meese, 5., 1989, Empirical Assessment of Foreign Currency Risk Premiums, in Fiancial Risk: Theory, Evidence and Implications,: ed. by CC. Stone.
    Paper not yet in RePEc: Add citation now
    

22. Meese, R., and K.J. Singleton, 1982, A Note on Unit Roots and the Empirical Modeling of Exchange Rates, Journal of Finance 37, 1029-1036.

23. Muth, John F., 1960, Optimal Predictions of Exponentially Weighted Forecasts, Journal of the American Statistical Association 55, 299-306.
    Paper not yet in RePEc: Add citation now
    

24. Pope, P.F., and D.A. Peel, 1989, Forward Foreign Exchange Rates and Risk Premia: A Reappraisal, Mimeo, Strathcylde University.

25. Taylor, J.B., 1989, Monetary Policy and the Stability of Macroeconomic Relationships, Journal of Applied Econometrics 4, 5161-5174.

26. Tryon, R., 1979, Testing for Rational Expectations in Foreign Exchange Markets, International Finance Discussion Paper No. 139 (Board of Governors of the Federal Reserve System, Washington, D.C.).

1. An analysis of the unbiased forward rate hypothesis in developed and emerging economies. (2019). Bonga-Bonga, Lumengo ; Phungo, Muka.
   In: MPRA Paper.
   RePEc:pra:mprapa:92222.

   Full description at Econpapers || Download paper

2. Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices. (2019). Lin, Hai ; Premachandra, IM ; Kuruppuarachchi, Duminda.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:77:y:2019:i:c:p:92-112.

   Full description at Econpapers || Download paper

3. Exchange rates dynamics revisited: a panel data test of the fractional integration order. (2014). Andersson, Fredrik.
   In: Empirical Economics.
   RePEc:spr:empeco:v:47:y:2014:i:2:p:389-409.

   Full description at Econpapers || Download paper

4. A model of medium term exchange rate forecast in an open economy. The case of the mexican peso. (2014). Guillén, Jorge ; Ruben, Mosqueda Almanza .
   In: Contaduría y Administración.
   RePEc:nax:conyad:v:59:y:2014:i:2:p:197-225.

   Full description at Econpapers || Download paper

5. Non-parametric analysis of equity arbitrage. (2014). VORTELINOS, DIMITRIOS.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216.

   Full description at Econpapers || Download paper

6. Asset Allocation Considerations for Pension Insurance Funds. (2013). Hertrich, Christian.
   In: Springer Books.
   RePEc:spr:sprbok:978-3-658-02167-2.

   Full description at Econpapers || Download paper

7. The relationship between the Renminbi future spot return and the forward discount rate. (2013). Scholtens, Bert ; de Haan, Jakob ; Zhao, Yanping ; Yang, Haizhen .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:32:y:2013:i:c:p:156-168.

   Full description at Econpapers || Download paper

8. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?. (2013). lucey, brian ; Loring, Grace .
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:17:y:2013:i:c:p:14-28.

   Full description at Econpapers || Download paper

9. Revisiting the forward—spot relation: an application of the nonparametric long-run correlation coefficient. (2012). Kanas, Angelos ; Ioannidis, Christos.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:36:y:2012:i:1:p:148-161.

   Full description at Econpapers || Download paper

10. Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract:. (2012). lucey, brian ; Loring, Grace .
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp404.

    Full description at Econpapers || Download paper

11. Forward Rate Unbiasedness Hypothesis in the Tunisian Exchange Rate Market. (2011). Aloui, Chaker ; Kumar, Rohit Vishal ; Azouzi, Dhekra .
    In: International Journal of Academic Research in Business and Social Sciences.
    RePEc:hur:ijarbs:v:1:y:2011:i:2:p:17-44.

    Full description at Econpapers || Download paper

12. Forward rate unbiased hypothesis, risk premium and exchange rate expectations: estimates on Pakistan Rupee-US Dollar. (2010). Waheed, Muhammad .
    In: MPRA Paper.
    RePEc:pra:mprapa:33167.

    Full description at Econpapers || Download paper

13. Information transmission and spillover in currency markets: A generalized variance decomposition analysis. (2007). Kocagil, Ahmet E. ; Mansur, Iqbal ; Elyasiani, Elyas.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:47:y:2007:i:2:p:312-330.

    Full description at Econpapers || Download paper

14. Spot-forward cointegration, structural breaks and FX market unbiasedness. (2007). Villanueva, Miguel O..
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:17:y:2007:i:1:p:58-78.

    Full description at Econpapers || Download paper

15. The Forward Exchange Rate Bias Puzzle: Evidence from New Cointegration Tests. (2006). lucey, brian ; Aggarwal, Raj ; Mohanty, Sunil K..
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp123.

    Full description at Econpapers || Download paper

16. Some Empirical Observations on the Forward Exchange Rate Anomaly. (2006). O'Brien, Edward ; Bond, Derek ; OBrien, Edward J. ; Hession, Niall ; Harrison, Michael J.
    In: Research Technical Papers.
    RePEc:cbi:wpaper:3/rt/06.

    Full description at Econpapers || Download paper

17. TESTING EFFICIENCY AND THE UNBIASEDNESS HYPOTHESIS OF THE EMERGING GREEK FUTURES MARKET. (2005). Kenourgios, Dimitris.
    In: Finance.
    RePEc:wpa:wuwpfi:0512015.

    Full description at Econpapers || Download paper

18. A different approach to estimating betas of securities subject to thin trading and serial correlation. (2005). Wang, Peijie ; Jones, Trefor .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:16:p:1145-1152.

    Full description at Econpapers || Download paper

19. Die internationale Intregration der Devisenmärkte in den mittel- und osteuropäischen Beitrittsländern: Spekulative Effizienz, Transaktionskosten und Wechselkursprämien. (2003). JOCHEM, Axel ; Herrmann, Sabine.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4204.

    Full description at Econpapers || Download paper

20. Long memory and the relation between implied and realized volatility. (2003). Perron, Benoit ; Bandi, Federico.
    In: Econometrics.
    RePEc:wpa:wuwpem:0305004.

    Full description at Econpapers || Download paper

21. The predictive power of implied volatility: Evidence from 35 futures markets. (2003). ORS, Evren ; Szakmary, Andrew ; Davidson, Wallace III ; Kim, Jin Kyoung.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:11:p:2151-2175.

    Full description at Econpapers || Download paper

22. Some answers to puzzles in testing unbiasedness in the foreign exchange market. (2002). McNown, Robert ; Wallace, Myles S. ; Barnhart, Scott W..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:12:y:2002:i:10:p:687-696.

    Full description at Econpapers || Download paper

23. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly. (2001). Phillips, Peter ; Maynard, Alex.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:6:p:671-708.

    Full description at Econpapers || Download paper

24. Information flows between non-deliverable forward (NDF) and spot markets: Evidence from Korean currency. (2001). Park, Jin Woo .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:9:y:2001:i:4:p:363-377.

    Full description at Econpapers || Download paper

25. Managing foreign exchange risk with derivatives. (2001). Brown Gregory W., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:60:y:2001:i:2-3:p:401-448.

    Full description at Econpapers || Download paper

26. Interdependence and dynamics in currency futures markets: A multivariate analysis of intraday data. (2001). Kocagil, Ahmet E. ; Elyasiani, Elyas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:25:y:2001:i:6:p:1161-1186.

    Full description at Econpapers || Download paper

27. Using Cointegration Restrictions to Improve Inference in Vector Autoregressive Systems.. (2000). Krehbiel, Tim ; Hill, Carter ; Adkins, Lee.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:14:y:2000:i:2:p:193-208.

    Full description at Econpapers || Download paper

28. Cointegration and forward and spot exchange rate regressions. (2000). Zivot, Eric .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:6:p:785-812.

    Full description at Econpapers || Download paper

29. Price transmission dynamics between ADRs and their underlying foreign securities. (2000). Kim, Minho ; Szakmary, Andrew C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:8:p:1359-1382.

    Full description at Econpapers || Download paper

30. Trading costs and price discovery across stock index futures and cash markets. (1999). Szakmary, Andrew C. ; Schwarz, Thomas V. ; Kim, Minho.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:19:y:1999:i:4:p:475-498.

    Full description at Econpapers || Download paper

31. Re-examining forward market efficiency Evidence from fractional and Harris-Inder cointegration tests. (1999). Choudhry, Taufiq.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:8:y:1999:i:4:p:433-453.

    Full description at Econpapers || Download paper

32. Interest rate dynamics and speculative trading in a fixed exchange rate system. (1999). Abraham, Abraham .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:8:y:1999:i:2:p:213-222.

    Full description at Econpapers || Download paper

33. Uncovered interest parity, monetary policy and time-varying risk premia. (1999). Anker, Peter.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:18:y:1999:i:6:p:835-851.

    Full description at Econpapers || Download paper

34. Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model. (1999). Jeng, Jau-Lian .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:10:y:1999:i:1:p:25-34.

    Full description at Econpapers || Download paper

35. Cointegration and Forward and Spot Exchange Rate Regressions. (1998). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9812001.

    Full description at Econpapers || Download paper

36. The unbiased forward rate hypothesis: a re-examination. (1998). Jung, Chulho ; Albarano, Robert ; Doroodian, K..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:8:y:1998:i:6:p:567-575.

    Full description at Econpapers || Download paper

37. Testing the rationality of expectations in the Australian foreign exchange market using survey data with missing observations. (1998). McKenzie, Colin ; Lim, Guay.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:8:y:1998:i:2:p:181-190.

    Full description at Econpapers || Download paper

38. Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers.. (1998). MOUGOUE, Mbodja ; Aggarwal, Raj.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:10:y:1998:i:2:p:193-206.

    Full description at Econpapers || Download paper

39. Cointegration of term structure premiums across countries. (1998). Zarruk, E. R. ; Wiley, M. K. ; Madura, J..
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:8:y:1998:i:4:p:393-412.

    Full description at Econpapers || Download paper

40. Adaptive estimation of cointegrating regressions with ARMA errors. (1998). Hodgson, Douglas.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:85:y:1998:i:2:p:231-267.

    Full description at Econpapers || Download paper

41. Testing the rationality of exchange rate and interest rate expectations: an empirical study of Australian survey-based expectations. (1997). Kim, Suk-Joong.
    In: Applied Economics.
    RePEc:taf:applec:v:29:y:1997:i:8:p:1011-1022.

    Full description at Econpapers || Download paper

42. Modelling the efficiency of the Canadian foreign exchange market: a bivariate transfer function analysis. (1997). Ahmed, Syed ; Ansari, M I.
    In: Applied Economics.
    RePEc:taf:applec:v:29:y:1997:i:1:p:63-70.

    Full description at Econpapers || Download paper

43. Do currency futures prices follow random walks?. (1997). C. W. Fok, Robert, ; Pan, Ming-Shiun ; Chan, Kam C..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:4:y:1997:i:1:p:1-15.

    Full description at Econpapers || Download paper

44. The impact of political shocks on cointegrated exchange rate series. (1996). Shawky, Hany A ; Biswas, Rita .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:3:y:1996:i:1:p:15-19.

    Full description at Econpapers || Download paper

45. The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

    Full description at Econpapers || Download paper

46. Exchange rate market efficiency: further evidence from cointegration tests. (1995). Ukpolo, Victor .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:2:y:1995:i:6:p:196-198.

    Full description at Econpapers || Download paper

47. The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence. (1995). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5312.

    Full description at Econpapers || Download paper

48. Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets. (1995). KRONER, Kenneth F. ; Brenner, Robin J..
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:30:y:1995:i:01:p:23-42_00.

    Full description at Econpapers || Download paper

49. LONG-RUN RELATIONS IN EXCHANGE MARKETS: A TEST OF COVERED INTEREST PARITY. (1995). Turtle, Harry J. ; Abeysekera, Sarath P..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:18:y:1995:i:4:p:431-447.

    Full description at Econpapers || Download paper

50. A Reconsideration of the Uncovered Interest Parity Relationship. (1992). McCallum, Bennett.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4113.

    Full description at Econpapers || Download paper

Report date: 2025-02-21 05:45:56 || Missing content? Let us know