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Covered Interest Parity, Uncovered Interest Parity and Exchange Rate Dynamics

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Author Info
Eaton, Jonathan
Turnovsky, Stephen J

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Publisher Info
Article provided by Royal Economic Society in its journal The Economic Journal.

Volume (Year): 93 (1983)
Issue (Month): 371 (September)
Pages: 555-75
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Handle: RePEc:ecj:econjl:v:93:y:1983:i:371:p:555-75

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Frenkel, Jacob A & Levich, Richard M, 1975. "Covered Interest Arbitrage: Unexploited Profits?," Journal of Political Economy, University of Chicago Press, vol. 83(2), pages 325-38, April. [Downloadable!] (restricted)
  2. Wilson, Charles A, 1979. "Anticipated Shocks and Exchange Rate Dynamics," Journal of Political Economy, University of Chicago Press, vol. 87(3), pages 639-47, June. [Downloadable!] (restricted)
  3. James Tobin & Willem H. Buiter, 1974. "Long Run Effects of Fiscal and Monetary Policy on Aggregate Demand," Cowles Foundation Discussion Papers 384, Cowles Foundation, Yale University. [Downloadable!]
  4. Richard Harris & Douglas D. Purvis, 1979. "Equilibrium Theories of the Forward Exchange Rate," Working Papers 354, Queen's University, Department of Economics.
  5. Buiter, Willem H & Miller, Marcus, 1981. "Real Exchange Rate Overshooting and the Output Cost of Bringing Down Inflation," The Warwick Economics Research Paper Series (TWERPS) 204, University of Warwick, Department of Economics.
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  6. Driskill, Robert, 1980. "Exchange Rate Dynamics, Portfolio Balance, and Relative Prices," American Economic Review, American Economic Association, vol. 70(4), pages 776-83, September. [Downloadable!] (restricted)
  7. Turnovsky, Stephen J., 1981. "The asset market approach to exchange rate determination: Some short-run, stability, and steady-state properties," Journal of Macroeconomics, Elsevier, vol. 3(1), pages 1-32. [Downloadable!] (restricted)
  8. Aliber, Robert Z, 1973. "The Interest Rate Parity Theorem: A Reinterpretation," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1451-59, Nov.-Dec.. [Downloadable!] (restricted)
  9. Dornbusch, Rudiger & Fischer, Stanley, 1980. "Exchange Rates and the Current Account," American Economic Review, American Economic Association, vol. 70(5), pages 960-71, December. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Wolfgang Maennig & Warren Tease, 1987. "Covered interest parity in non-dollar euromarkets," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 123(4), pages 606-617, December. [Downloadable!] (restricted)
  2. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS. [Downloadable!]
  3. Jon Faust & John H. Rogers, 1999. "Monetary policy's role in exchange rate behavior," International Finance Discussion Papers 652, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  4. Otavio De Medeiros, 2005. "Order Flow and Exchange Rate Dynamics in Brazil," Finance 0503019, EconWPA. [Downloadable!]
  5. Basant K. Kapur, 1989. "The J-Curve And Short-Run Exchange-Rate Dynamics," International Economic Journal, Korean International Economic Association, vol. 3(3), pages 85-104, October. [Downloadable!] (restricted)
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