IDEAS home Printed from https://ideas.repec.org/r/eee/jbfina/v25y2001i2p377-391.html
   My bibliography  Save this item

Testing for long horizon UIP using PPP-based exchange rate expectations

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. William R. White, 2013. "Is Monetary Policy a Science? The Interaction of Theory and Practice over the Last 50 Years," SUERF 50th Anniversary Volume Chapters, in: Morten Balling & Ernest Gnan (ed.), 50 Years of Money and Finance: Lessons and Challenges, chapter 3, pages 73-116, SUERF - The European Money and Finance Forum.
  2. Dejan ŽIVKOV & Jovan NJEGIĆ & Nataša PAPIĆ-BLAGOJEVIĆ & Jovan PETRONIJEVIĆ, 2016. "Monetary Effectiveness in Small Transition Economy – The Case of the Republic of Serbia," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 5-18, September.
  3. Kleopatra Nikolaou & Lucio Sarno, 2006. "New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(7), pages 627-656, July.
  4. Christina Anderl & Guglielmo Maria Caporale, 2022. "Exchange rate parities and Taylor rule deviations," Empirical Economics, Springer, vol. 63(4), pages 1809-1835, October.
  5. Li, Dandan & Ghoshray, Atanu & Morley, Bruce, 2012. "Measuring the risk premium in uncovered interest parity using the component GARCH-M model," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 167-176.
  6. Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August.
  7. Alex Luiz Ferreira, 2004. "Leaning Against the Parity," Studies in Economics 0413, School of Economics, University of Kent.
  8. Coelho dos Santos, Marcelo Bittencourt & Klotzle, Marcelo Cabus & Figueiredo Pinto, Antonio Carlos, 2016. "Evidence of risk premiums in emerging market carry trade currencies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 103-115.
  9. Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
  10. repec:spo:wpmain:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
  11. Jan Marc Berk, 2002. "Central banking and financial innovation. A survey of the modern literature," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 263-297.
  12. Antoine Bouveret, 2010. "Economic policies, long run equilibrium and exchange rate dynamics [Politiques économiques, dynamique et équilibre de long terme du taux de change]," SciencePo Working papers Main tel-04097866, HAL.
  13. Jan Marc Berk, 2002. "Central banking and financial innovation. A survey of the modern literature," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 55(222), pages 263-297.
  14. repec:eid:wpaper:02/11 is not listed on IDEAS
  15. Alexis Derviz, 2002. "The uncovered parity properties of the czech koruna," Prague Economic Papers, Prague University of Economics and Business, vol. 2002(1), pages 17-37.
  16. Jan Marc Berk, 2002. "Banca centrale e innovazione finanziaria. Una rassegna della letteratura recente," Moneta e Credito, Economia civile, vol. 55(220), pages 345-385.
  17. Sarantis, Nicholas, 2006. "Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1168-1186, November.
  18. Alex Luiz Ferreira, 2010. "The determinants of default risk in Brazil," Applied Economics Letters, Taylor & Francis Journals, vol. 17(17), pages 1703-1708.
  19. repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
  20. Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
  21. Dandan Li & A Ghoshray & Bruce Morley, 2011. "Uncovered Interest Parity and the Risk Premium," Department of Economics Working Papers 02/11, University of Bath, Department of Economics.
  22. Berk, Jan Marc, 2001. "New economy, old central banks? Monetary transmission in a new economic environment," Serie Research Memoranda 0032, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  23. repec:spo:wpecon:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
  24. repec:hal:wpspec:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
  25. repec:spo:wpmain:info:hdl:2441/5221 is not listed on IDEAS
  26. repec:hal:spmain:info:hdl:2441/53r60a8s3kup1vc9kd52ge69h is not listed on IDEAS
  27. Sibbertsen, Philipp & Wegener, Christoph & Basse, Tobias, 2014. "Testing for a break in the persistence in yield spreads of EMU government bonds," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 109-118.
  28. Kumar, Satish, 2019. "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
  29. Jan Marc Berk, 2002. "New Economy, Old Central Banks?," Tinbergen Institute Discussion Papers 02-087/2, Tinbergen Institute, revised 01 Aug 2002.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.