Insured Uncovered Interest Parity
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Citations
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Cited by:
- Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022.
"Exchange Rates and Sovereign Risk,"
Management Science, INFORMS, vol. 68(8), pages 5591-5617, August.
- Sarno, Lucio & Della Corte, Pasquale & Schmeling, Maik & Wagner, Christian, 2021. "Exchange Rates and Sovereign Risk," CEPR Discussion Papers 16058, C.E.P.R. Discussion Papers.
- Mehmet Altuntas, 2021. "The Interest Rate Parity in Fragile Five Countries: Evidence from Unit Root Tests with Breaks," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 8(2), pages 327-349, July.
- Kesse, Kwabena & Blenman, Lloyd P., 2024. "Political risks, excess and carry trade returns in global markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Adewuyi, Adeolu O. & Ogebe, Joseph O., 2019. "The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC)," Economic Modelling, Elsevier, vol. 82(C), pages 229-249.
- Wu, Yimin, 2024. "Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach," Finance Research Letters, Elsevier, vol. 67(PB).
- Chen, Zilin & Gang, Jianhua & Qian, Zongxin, 2021. "Stock returns and carry trades," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Wu, Wei & Li, Zhuoran & Feng, Xuan, 2024. "International interest rate arbitrage: Study on a novel strategy," International Review of Financial Analysis, Elsevier, vol. 96(PB).
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More about this item
Keywords
Uncovered interest parity; carry trade; CDS;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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