Another look at the uncovered interest rate parity: have we missed the fundamentals?

DOI10.1016/J.ECONLET.2012.04.032MaRDI QIDQ694926zbMATH OpenOpenAlexFDO

Authors Emmanuel V. Pikoulakis, Tomasz Piotr Wisniewski

Publication date 19 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.04.032

zbMATH Keywords

exchange ratesCCAPMuncovered interest rate parity

Mathematics Subject Classification ID

Portfolio theory (91G10) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Recommendations

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Cites work

• Uncovered interest parity and policy behavior: New evidence

Cited in

(6)

• Is there consumer risk-pooling in the open economy? The evidence reconsidered
• Uncovered interest parity and policy behavior: New evidence
• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
• A panel data analysis of uncovered interest parity and time-varying risk premium
• Uncovered interest parity and monetary policy near and far from the zero lower bound
• Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle

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