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On some parity conditions encountered frequently in international economics

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  • Roll, Richard
  • Solnik, Bruno

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  • Roll, Richard & Solnik, Bruno, 1979. "On some parity conditions encountered frequently in international economics," Journal of Macroeconomics, Elsevier, vol. 1(3), pages 267-283.
    • Handle: RePEc:eee:jmacro:v:1:y:1979:i:3:p:267-283
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    Cited by:

    1. Hodrick, Robert J. & Srivastava, Sanjay, 1984. "An investigation of risk and return in forward foreign exchange," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 5-29, April.
    2. Svensson, L.E.O., 1993. "Term, Inflation and Foreign Exchange Risk Premia: A Unified Treatment," Papers 548, Stockholm - International Economic Studies.
    3. José Saúl Lizondo, 1983. "Interest Differential and Covered Arbitrage," NBER Chapters, in: Financial Policies and the World Capital Market: The Problem of Latin American Countries, pages 221-244, National Bureau of Economic Research, Inc.
    4. Wolfgang Breuer & Santiago Ruiz de Vargas, 2021. "Some key developments in international financial management," Journal of Business Economics, Springer, vol. 91(5), pages 595-615, July.
    5. Thomas Chiang & Jose Trinidad, 1997. "Risk and International Parity Conditions: A Synthesis from Consumption Based Models," International Economic Journal, Taylor & Francis Journals, vol. 11(2), pages 73-101.
    6. repec:zbw:bofrdp:1988_016 is not listed on IDEAS
    7. Jean-Michel Courtault, 1995. "Relations de Fischer et neutralité de l'inflation," Revue Économique, Programme National Persée, vol. 46(4), pages 1063-1079.
    8. Robert E. Cumby & Maurice Obstfeld, 1984. "International Interest Rate and Price Level Linkages under Flexible Exchange Rates: A Review of Recent Evidence," NBER Chapters, in: Exchange Rate Theory and Practice, pages 121-152, National Bureau of Economic Research, Inc.
    9. Virén, Matti, 1988. "Determination of interest rates in small open economies : A review of recent evidence," Research Discussion Papers 16/1988, Bank of Finland.
    10. Sebastian Edwards, 1981. "Floating Excahnge Rates, Exectations and New Information," UCLA Economics Working Papers 227, UCLA Department of Economics.
    11. John Sequeira & MICHAEL McALEER, 2000. "Testing the risk premium and cost-of-carry hypotheses for currency futures contracts," Applied Financial Economics, Taylor & Francis Journals, vol. 10(3), pages 277-289.
    12. Edwards, Sebastian, 1983. "Floating exchange rates, expectations and new information," Journal of Monetary Economics, Elsevier, vol. 11(3), pages 321-336.

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