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

DOI10.1016/J.ECONLET.2012.04.032zbMATH Open1253.91171OpenAlexW3124163198MaRDI QIDQ694926FDOQ694926

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

Recommendations

• Uncovered interest parity and policy behavior: New evidence
• The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction
• 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
• Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets

zbMATH Keywords

exchange ratesCCAPMuncovered interest rate parity

Mathematics Subject Classification ID

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

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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