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Uncovered interest rate parity and the term structure Author info | Abstract | Publisher info | Download info | Related research | Statistics Bekaert, Geert
Wei, Min
Xing, Yuhang
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 26 (2007)
Issue (Month): 6 (October)
Pages: 1038-1069
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Handle: RePEc:eee:jimfin:v:26:y:2007:i:6:p:1038-1069Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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references 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.)
Zsolt Darvas & Gábor Rappai & Zoltán Schepp, 2006.
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Joseph P. Byrne & Jun Nagayasu, 2008.
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Jaehun Chung & Yongmiao Hong, 2007.
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Metodij Hadzi-Vaskov & Clemens Kool, 2006.
"The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity ,"
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Menzie D. Chinn & Guy Meredith, 2005.
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James R. Lothian & Liuren Wu, 2003.
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Mauricio Larraín, 2007.
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Felix Geiger, 2009.
"International Interest-Rate Risk Premia in Affine Term Structure Models ,"
Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim
316/2009, Department of Economics, University of Hohenheim, Germany.
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Jorge Selaive & Vicente Tuesta, 2003.
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252, Central Bank of Chile.
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Other versions: Shu Wu, 2005.
"Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets ,"
WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS
200519, University of Kansas, Department of Economics, revised Oct 2005.
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Jacob Boudoukh & Matthew Richardson & Robert Whitelaw, 2005.
"The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly ,"
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11840, National Bureau of Economic Research, Inc.
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Erdemlioglu, Deniz M, 2007.
"A new Test of Uncovered Interest Rate Parity: Evidence from Turkey ,"
MPRA Paper
10787, University Library of Munich, Germany.
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