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Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis. (1980). Obstfeld, Maurice ; Cumby, Robert.
In: NBER Working Papers.
RePEc:nbr:nberwo:0537.

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  1. Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach. (2022). Jayanthakumaran, Kankesu ; Harvie, Charles ; Nepal, Rabindra ; Bhatta, Guna Raj.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000811.

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  2. On the Joint Test of the Uncovered Interest Parity and the Ex-ante Purchasing Power Parity. (2013). Macchiarelli, Corrado.
    In: Review of International Economics.
    RePEc:bla:reviec:v:21:y:2013:i:3:p:519-535.

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  3. A VAR analysis for the uncovered interest parity and the ex-ante purchasing power parity: the role of macroeconomic and financial information. (2011). Macchiarelli, Corrado.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111404.

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  4. Financial integration: some evidence from Australia. (2003). Cooray, Arusha.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:15:p:959-966.

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  5. Effects of exchange-rate and interest-rate risk on ADR pricing behavior. (2003). Chen, Dar-Hsin ; Morris, Gay B. ; Bin, Feng-Shun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:14:y:2003:i:2:p:241-262.

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  6. Interest rates in open economies : real interest rate parity, exchange rates, and country risk in industrial and developing countries. (1994). Dasgupta, Dipak ; De C, ; DEC, .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1283.

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  7. Does exchange rate volatility hinder export growth? Additional evidence. (1992). Varangis, Panos ; Qian, Ying.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:911.

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  8. Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations. (1986). Froot, Kenneth ; Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1963.

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  9. Tests of the foreign exchange risk premium using the expected second moments implied by option pricing. (1986). Lyons, Richard.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:290.

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  10. Are deviations from purchasing power parity efficient? Some further answers. (1985). MacDonald, Ronald.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:121:y:1985:i:4:p:638-645.

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  11. Interest Differential and Covered Arbitrage. (1983). Lizondo, Jos Sal .
    In: NBER Chapters.
    RePEc:nbr:nberch:11194.

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  12. Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981. (1982). Obstfeld, Maurice.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:0963.

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References

References cited by this document

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  19. 6. J. Frankel. The Diversiflabiity of Exchange Risk. Journal of International Economics (August 1979).

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  49. Exchange-Rate Expectations and Nominal Interest Differentials: A Test ofthe Fisher Hypothesis. (1980). Obstfeld, Maurice ; Cumby, Robert.
    In: NBER Working Papers.
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