메뉴 건너뛰기




Volumn 18, Issue 3, 2009, Pages 449-456

The puzzling dual of the uncovered interest parity puzzle evidence from Pacific Rim capital flows

Author keywords

Capital flows; Uncovered interest parity

Indexed keywords


EID: 67349175574     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2008.09.009     Document Type: Article
Times cited : (7)

References (30)
  • 2
    • 0013068840 scopus 로고    scopus 로고
    • Illiquidity and stock returns: Cross-section and time-series effects
    • Amihud Y. Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets vol. 5 (2002, January) 31-56
    • (2002) Journal of Financial Markets , vol.5 , pp. 31-56
    • Amihud, Y.1
  • 4
    • 84993661364 scopus 로고
    • Accounting for forward rates in markets for foreign currency
    • Backus D.K., Gregory A.W., and Telmer C.I. Accounting for forward rates in markets for foreign currency. Journal of Finance 48 (1993, Dec. 5) 1887-1908
    • (1993) Journal of Finance , vol.48 , pp. 1887-1908
    • Backus, D.K.1    Gregory, A.W.2    Telmer, C.I.3
  • 11
    • 0000428728 scopus 로고
    • Liquidity Effects and the Monetary Transmission Mechanism
    • May, American Economic Association
    • Christiano, L.J. & Eichenbaum, M., 1992, May. "Liquidity Effects and the Monetary Transmission Mechanism," American Economic Review, American Economic Association, vol. 82(2), pages 346-53.
    • (1992) American Economic Review , vol.82 , Issue.2 , pp. 346-353
    • Christiano, L.J.1    Eichenbaum, M.2
  • 13
    • 0030452013 scopus 로고    scopus 로고
    • A cross-sectional test of an investment-based asset pricing model
    • Cochrane J.H. A cross-sectional test of an investment-based asset pricing model. Journal of Political Economy 104 (1996) 572-621
    • (1996) Journal of Political Economy , vol.104 , pp. 572-621
    • Cochrane, J.H.1
  • 14
    • 0030163502 scopus 로고    scopus 로고
    • The forward discount anomaly and the risk premium: A survey of recent evidence
    • Engel C. The forward discount anomaly and the risk premium: A survey of recent evidence. Journal of Empirical Finance 3 (1996, June 2) 123-192
    • (1996) Journal of Empirical Finance , vol.3 , pp. 123-192
    • Engel, C.1
  • 15
    • 48549113655 scopus 로고
    • Forward and spot exchange rates
    • Fama E.F. Forward and spot exchange rates. Journal of Monetary Economics 14 (1984, Nov. 3) 319-338
    • (1984) Journal of Monetary Economics , vol.14 , pp. 319-338
    • Fama, E.F.1
  • 16
    • 0002056097 scopus 로고
    • Dividend yields and expected stock returns
    • Fama E.F., and French K.R. Dividend yields and expected stock returns. Journal of Financial Economics vol. 22 (1988, October) 3-26
    • (1988) Journal of Financial Economics , vol.22 , pp. 3-26
    • Fama, E.F.1    French, K.R.2
  • 17
    • 0013413658 scopus 로고    scopus 로고
    • Multifactor explanations of asset-pricing anomalies
    • Fama E.F., and French K.R. Multifactor explanations of asset-pricing anomalies. Journal of Finance 51 (1996) 55-84
    • (1996) Journal of Finance , vol.51 , pp. 55-84
    • Fama, E.F.1    French, K.R.2
  • 18
    • 38549147867 scopus 로고
    • Common risk factors in the returns on stocks and bonds
    • Fama E., and French K.R. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33 (1993, Feb. 1) 3-56
    • (1993) Journal of Financial Economics , vol.33 , pp. 3-56
    • Fama, E.1    French, K.R.2
  • 19
    • 0009888594 scopus 로고    scopus 로고
    • Conditioning variables and the cross section of stock returns
    • Ferson W.E., and Harvey C.R. Conditioning variables and the cross section of stock returns. Journal of Finance 44 (1999) 1325-1360
    • (1999) Journal of Finance , vol.44 , pp. 1325-1360
    • Ferson, W.E.1    Harvey, C.R.2
  • 20
    • 0000362215 scopus 로고
    • Measuring international capital mobility: A review
    • Frankel J.A. Measuring international capital mobility: A review. American Economic Review 82 (1992) 197-202
    • (1992) American Economic Review , vol.82 , pp. 197-202
    • Frankel, J.A.1
  • 22
    • 0010962742 scopus 로고    scopus 로고
    • The conditional CAPM and the cross-section of expected returns
    • Jagannathan R., and Wang Z. The conditional CAPM and the cross-section of expected returns. Journal of Finance vol. 51 (1996, March) 3-53
    • (1996) Journal of Finance , vol.51 , pp. 3-53
    • Jagannathan, R.1    Wang, Z.2
  • 23
    • 77956852950 scopus 로고
    • Puzzles in international financial markets
    • Grossman G., and Rogoff K. (Eds), Amsterdam, North-Holland
    • Lewis K. Puzzles in international financial markets. In: Grossman G., and Rogoff K. (Eds). Handbook of International Economics (1995), Amsterdam, North-Holland
    • (1995) Handbook of International Economics
    • Lewis, K.1
  • 24
    • 33846907054 scopus 로고
    • Empirical exchange rate models of the seventies: Do they fit out of sample?
    • Meese R., and Rogoff K. Empirical exchange rate models of the seventies: Do they fit out of sample?. Journal of International Economics 14 (1983) 3-24
    • (1983) Journal of International Economics , vol.14 , pp. 3-24
    • Meese, R.1    Rogoff, K.2
  • 26
    • 0041402718 scopus 로고    scopus 로고
    • Liquidity risk and expected stock returns
    • Pastor L., and Stambaugh R.F. Liquidity risk and expected stock returns. Journal of Political Economy vol. 111 (2003, June) 642-685
    • (2003) Journal of Political Economy , vol.111 , pp. 642-685
    • Pastor, L.1    Stambaugh, R.F.2
  • 29
    • 0040656020 scopus 로고    scopus 로고
    • Financial market integration and macroeconomic volatility
    • Sutherland A. Financial market integration and macroeconomic volatility. Scandinavian Journal of Economics 98 (1996) 521-539
    • (1996) Scandinavian Journal of Economics , vol.98 , pp. 521-539
    • Sutherland, A.1
  • 30
    • 33644913684 scopus 로고    scopus 로고
    • A consumption-based explanation of expected stock returns
    • Yogo M. A consumption-based explanation of expected stock returns. Journal of Finance 61 (2006, April 2) 539-580
    • (2006) Journal of Finance , vol.61 , pp. 539-580
    • Yogo, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.