Exchange Rates and Long-Term Bonds
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DOI: j.1467-9442.2012.01703.x
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- Alexius, Annika & Sellin, Peter, 2002. "Exchange rates and long-term bonds," Working Paper Series 2002:7, Uppsala University, Department of Economics, revised Mar 2006.
References listed on IDEAS
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Citations
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Cited by:
- Flandreau, Marc & Oosterlinck, Kim, 2012. "Was the emergence of the international gold standard expected? Evidence from Indian Government securities," Journal of Monetary Economics, Elsevier, vol. 59(7), pages 649-669.
- Chang-Chiang Chin & Huei-Mei Liang, 2009. "The long-run uncovered interest rate parity in view of a trading strategy," Applied Economics, Taylor & Francis Journals, vol. 41(21), pages 2727-2739.
- Maurice Obstfeld, 2009. "Time of Troubles: The Yen and Japan's Economy, 1985-2008," NBER Working Papers 14816, National Bureau of Economic Research, Inc.
- Yung, Julieta, 2014. "Can interest rate factors explain exchange rate fluctuations?," Globalization and Monetary Policy Institute Working Paper 207, Federal Reserve Bank of Dallas.
- repec:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9474-8 is not listed on IDEAS
- Christoph Sax, 2006. "Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 20(2), pages 205-220, June.
- Menzie D. Chinn & Yi Zhang, 2015. "Uncovered Interest Parity and Monetary Policy Near and Far from the Zero Lower Bound," NBER Working Papers 21159, National Bureau of Economic Research, Inc.
- Norman C. Miller, 2014. "Exchange Rate Economics," Books, Edward Elgar Publishing, number 14981.
- Menzie D. Chinn & Guy Meredith, 2005. "Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era," NBER Working Papers 11077, National Bureau of Economic Research, Inc.
More about this item
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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