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Volumn 24, Issue 8, 2005, Pages 1237-1260

What UIP tests on extreme samples reveal about the missing variable

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EID: 29544433822     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2005.08.010     Document Type: Article
Times cited : (11)

References (15)
  • 1
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    • Reinterpreting the failure of the foreign exchange market efficiency tests: Small transaction costs
    • CEPR Discussion Papers
    • Baldwin, E.R., 1990. Reinterpreting the failure of the foreign exchange market efficiency tests: Small transaction costs. CEPR Discussion Papers, 407 pp.
    • (1990) , pp. 407
    • Baldwin, E.R.1
  • 6
    • 84936823769 scopus 로고
    • Capital market equilibrium with transaction costs
    • August
    • G.M. Constantinides Capital market equilibrium with transaction costs Journal of Political Economy 94 4 August 1986 842-862
    • (1986) Journal of Political Economy , vol.94 , Issue.4 , pp. 842-862
    • Constantinides, G.M.1
  • 7
    • 0003337448 scopus 로고
    • International interest rate and price level linkages under flexible exchange rates: A review of recent evidence
    • J. Bilson R. Marston (Eds.) University of Chicago Press Chicago, IL
    • R. Cumby M. Obstfeld International interest rate and price level linkages under flexible exchange rates: A review of recent evidence In: J. Bilson R. Marston (Eds.) Exchange Rate Theory and Practice 1984 University of Chicago Press Chicago, IL
    • (1984) Exchange Rate Theory and Practice
    • Cumby, R.1    Obstfeld, M.2
  • 8
    • 0000522890 scopus 로고
    • Dynamic equilibrium and the real exchange rate in a spatially separated world
    • B. Dumas Dynamic equilibrium and the real exchange rate in a spatially separated world The Review of Financial Studies 5 1992 153-180
    • (1992) The Review of Financial Studies , vol.5 , pp. 153-180
    • Dumas, B.1
  • 9
    • 48549113655 scopus 로고
    • Forward and spot exchange rates
    • E. Fama Forward and spot exchange rates Journal of Monetary Economics 14 1984 319-338
    • (1984) Journal of Monetary Economics , vol.14 , pp. 319-338
    • Fama, E.1
  • 11
    • 0040747532 scopus 로고    scopus 로고
    • An examination of uncovered interest parity in segmented international commodity markets
    • B. Hollifield R. Uppal An examination of uncovered interest parity in segmented international commodity markets Journal of Finance 52 1997 2145-2170
    • (1997) Journal of Finance , vol.52 , pp. 2145-2170
    • Hollifield, B.1    Uppal, R.2
  • 14
    • 29544432307 scopus 로고    scopus 로고
    • Peso effects in the forward bias: Evidence from the private ECU
    • KU Leuven DTEW Research Report 2001/2376/36
    • Sercu, P., Vinaimont, T., 2001. Peso effects in the forward bias: evidence from the private ECU. KU Leuven DTEW Research Report 2001/2376/ 36.
    • (2001)
    • Sercu, P.1    Vinaimont, T.2
  • 15
    • 29544445861 scopus 로고    scopus 로고
    • Unexploited profits from uncovered interest arbitrage in the EMS: It's BIG
    • KU Leuven DTEW Research Report
    • Sercu, P., Vandebroek, M., Wu, X., 2003. Unexploited profits from uncovered interest arbitrage in the EMS: It's BIG. KU Leuven DTEW Research Report.
    • (2003)
    • Sercu, P.1    Vandebroek, M.2    Wu, X.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.