Uncovered interest parity revisited

Review of International Economics

Volumn 9, Issue 3, 2001, Pages 505-517

  Alexius, A ^a  

^a FIEF   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; INTEREST RATE;

EID: 0034928882     PISSN: 09657576     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9396.00296     Document Type: Article

References (18)

1. Interest rate parity and foreign exchange risk premia in the ERM
2. Estimating the term structure of interest rates for monetary policy analysis
3. Modelling international long-term interest rates
4. On the relationship between Dutch and German interest rates
5. The forward discount anomaly and the risk premium: A survey of recent evidence
6. Foreign exchange
7. A test for interest rate parity among seven nations from 1975-1993
8. Specification tests in econometrics
9. A reconsideration of the uncovered interest parity condition
10. Monetary policy and long term interest rates
11. Long-Horizon uncovered interest rate parity
12. Are Asian markets integrated? Evidence for six countries vis-à-vis Japan
13. A simple positive semidefinite, heteroscedasticity and autocorrelation consistent covariance matrix
14. Testing for the presence of time-varying risk premium using a mean conditional variance optimization model
15. Linkages between Canadian and US financial markets and the foreign exchange market
16. An empirical examination of long run relationships in international markets