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NBER WORKING PAPER SERIES TESTING UNCOVERED INTEREST PARITY AT SHORT AND LONG HORIZONS DURING THE POST-BRETTON WOODS ERA Menzie D. Chinn Guy Meredith Working Paper 11077…
C E U eT D C ol le ct io n Testing Uncovered Interest Rate Parity: The Case of Hungary By Sophio Bendiashvili Submitted to Central European University Department of Economics…
Testing for uncovered interest rate parity using distributions implied by FX options. Martin Cincibuch and David Vávra∗ Abstract Some of the rejections of the uncovered…
C E U eT D C ol le ct io n Testing Uncovered Interest Rate Parity: The Case of Hungary By Sophio Bendiashvili Submitted to Central European University Department of Economics…
0 Long Horizon Uncovered Interest Parity Re‐Assessed By Menzie D. Chinn and Saad Quayyum October 4, 2013 Abstract We review the evidence for both short and long horizon uncovered interest parity (UIP) and rational …
August 6, 2001.PDFRevised: August 20, 2001 Comments Welcome Robert P. Flood Andrew K. Rose Research Dept, IMF Haas School of Business 700 19th St., NW University of California
Monetary Policy and the Uncovered Interest Rate Parity Puzzle∗ David K. Backus†, Federico Gavazzoni‡, Chris Telmer§ and Stanley E. Zin¶ March 2013 First Draft: May…
Uncovered Interest Parity and the Risk Premium Dandan Li, Atanu Ghoshray and Bruce Morley No. 02/11 BATH ECONOMICS RESEARCH PAPERS Department of Economics 1 Uncovered Interest…
Master’s Thesis Department of Finance May 2016 UNIVERSITY OF OULU ABSTRACT OF THE MASTER’S THESIS Oulu Business School Unit Title THE UNCOVERED INTEREST PARITY
Doctoral School of Finance and Banking Bucharest Uncovered interest parity and deviations from uncovered interest parity MSc student: Alexandru-Chidesciuc Nicolaie Presentation…
Uncovered Interest Parity in a Partially Dollarized Developing Country: Does UIP Hold in Bolivia? And If Not, Why Not?� Ola Melandery Stockholm School of Economics and…
Uncertainty and Deviations from Uncovered Interest Rate Parity Adilzhan Ismailovy Barbara Rossi* Univ. Pompeu Fabra ICREA-Univ. Pompeu Fabra, Barcelona GSE, and CREI. This…
35 ECONOMIC ANNALS, Volume LXIII, No. 216 January – March 2018 UDC: 3.33 ISSN: 0013-3264 * Full Professor, Faculty of Economics, University of Belgrade, email: [email protected]…
An uncovered interest parity condition that worked – The continental investment demand for London bills of exchange during the gold standard (1880 -1914). Nils Herger
WP4_2015tiitel.inddUncovered Interest Parity in Central and Eastern Europe: Expectations and Structural Breaks Juan Carlos Cuestas, Fabio Filipozzi, Karsten Staehr The Working
Slide 1 Uncovered interest parity and deviations from uncovered interest parity The Academy of Economic Studies, Doctoral School of Finance and Banking MSc student, Costescu…
MPRA Munich Personal RePEc Archive Uncovered Interest Parity: Cross-sectional Evidence Lee, Byung-Joo University of Notre Dame 14. December 2007 Online at http:mpra.ub.uni-muenchen.de10360…
Journal of International Money and Finance 26 (2007) 1038e1069 www.elsevier.com/locate/jimf Uncovered interest rate parity and the term structure Geert Bekaert a,*, Min Wei…
NBER WORKING PAPER SERIES MONETARY POLICY AND THE UNCOVERED INTEREST PARITY PUZZLE David K. Backus Federico Gavazzoni Christopher Telmer Stanley E. Zin Working Paper 16218…
The Uncovered Interest Parity Puzzle Exchange Rate Forecasting and Taylor Rules Charles Engel Dohyeon Lee Chang Liu Chenxin Liu Steve Pak Yeung Wu University of Wisconsin…