Tests of covered interest rate parity
No abstract is available for this item.
Volume (Year): (1989)
Issue (Month): Jul ()
|Contact details of provider:|| Postal: |
Web page: http://www.stlouisfed.org/
More information through EDIRC
|Order Information:|| Web: http://www.stls.frb.org/research/order/pubform.html Email: |
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.:
- Deardorff, Alan V, 1979. "One-Way Arbitrage and Its Implications for the Foreign Exchange Markets," Journal of Political Economy, University of Chicago Press, vol. 87(2), pages 351-64, April.
- Richard Deaves & Angelo Melino & James E. Pesando, 1987.
"The Response of Interest Rates to the Federal Reserve's Weekly Money Announcements: The "Puzzle" of Anticipated Money,"
NBER Working Papers
2125, National Bureau of Economic Research, Inc.
- Deaves, Richard & Melino, Angelo & Pesando, James E., 1987. "The response of interest rates to the Federal Reserve's weekly money announcements : The 'puzzle' of anticipated money," Journal of Monetary Economics, Elsevier, vol. 19(3), pages 393-404, May.
- Bahmani-Oskooee, Mohsen & Das, Satya P, 1985. "Transaction Costs and the Interest Parity Theorem," Journal of Political Economy, University of Chicago Press, vol. 93(4), pages 793-99, August.
- Belongia, Michael T & Sheehan, Richard G, 1987. "The Informational Efficiency of Weekly Money Announcements: An Econometric Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 351-56, July.
- Richard G. Sheehan, 1985. "Weekly money announcements: new information and its effects," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 25-34.
- Michael T. Belongia & R.W. Hafer & Richard G. Sheehan, 1986. "A note on the temporal stability of the interest rate-weekly money relationship," Working Papers 1986-002, Federal Reserve Bank of St. Louis.
- Clinton, Kevin, 1988. "Transactions Costs and Covered Interest Arbitrage: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 358-70, April.
- Daniel L. Thornton, 1988. "The borrowed-reserves operating procedures: theory and evidence," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 30-54.
- Husted, Steven & Kitchen, John, 1985. "Some Evidence on the International Transmission of U.S. Money Supply Announcement Effects," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 456-66, November.
- Cornell, Bradford, 1983. "The Money Supply Announcements Puzzle: Review and Interpretation," American Economic Review, American Economic Association, vol. 73(4), pages 644-57, September.
- Alec Chrystal, K. & Thornton, Daniel L., 1988. "On the informational content of spot and forward exchange rates," Journal of International Money and Finance, Elsevier, vol. 7(3), pages 321-330, September.
When requesting a correction, please mention this item's handle: RePEc:fip:fedlrv:y:1989:i:jul:p:55-66. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Anna Xiao)
If references are entirely missing, you can add them using this form.