Uncovered interest parity in crisis

IMF Staff Papers

Volumn 49, Issue 2, 2002, Pages 252-266

  Flood, Robert P ^b   Rose, Andrew K ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039484864     PISSN: 10207635     EISSN: None     Source Type: Book Series    
DOI: None     Document Type: Article

References (9)

1. Bansal, Ravi, and Magnus Dahlquist, 2000, "The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies," Journal of International Economics, Vol. 51, No. 1, pp. 115-44.
2. Boorman, Jack, and others, 2000, "Managing Financial Crises: The Experience in East Asia," IMF Working Paper 00/107 (Washington: International Monetary Fund).
3. Chinn, Menzie, and Guy Meredith, 2000, "Testing Uncovered Interest Parity at Short and Long Horizons" Department of Economics Working Paper Series, No. 460 (Santa Cruz, California: University of California).
4. Flood, Robert P., and Andrew K. Rose, 1996, "Fixes: Of the Forward Discount Puzzle," Review of Economics and Statistics, Vol. 78 (November), pp. 748-50.
5. Froot, Kenneth A., and Richard H. Thaler, 1990, "Anomalies: Foreign Exchange," Journal of Economic Perspectives, Vol. 4, No. 3, pp. 179-92.
6. Hodrick, Robert J., 1987, The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (Chur, Switzerland and Harwood, New York: Academic Publishers).
7. Lewis, Karen K., 1995, "Puzzles in International Financial Markets," in The Handbook of International Economics, Vol. 3, ed. by Gene Grossman and Kenneth Rogoff (Amsterdam: Elsevier).
8. Newey, Whitney K., and Kenneth D. West, 1987, "A Simple, Positive Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Vol. 55, No. 3, pp. 703-708.
9. Rose, Andrew K., and Lars E.O. Svensson, 1994, "European Exchange Rate Credibility Before the Fall," European Economic Review, Vol. 38 (June), pp. 1185-223.