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- Mr. Andrew K. Rose & Mr. Robert P Flood, 2001. "Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s," IMF Working Papers 2001/207, International Monetary Fund.
References listed on IDEAS
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Citations
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Cited by:
- Juliana Salomao & Liliana Varela, 2022.
"Exchange Rate Exposure and Firm Dynamics [Credit Constraints and the Cyclicality of R&D Investment: Evidence from France],"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 481-514.
- Juliana Salomao & Liliana Varela, 2018. "Exchange Rate Exposure and Firm Dynamics," 2018 Meeting Papers 523, Society for Economic Dynamics.
- Salomao, Juliana & Varela, Liliana, 2022. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 108168, London School of Economics and Political Science, LSE Library.
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CEPR Discussion Papers 12654, C.E.P.R. Discussion Papers.
- Salomao, Juliana & Varela, Liliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series 364, Competitive Advantage in the Global Economy (CAGE).
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1157, University of Warwick, Department of Economics.
- Salomao, Juliana & Varela, Liliana, 2020. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 118906, London School of Economics and Political Science, LSE Library.
- Juan Manuel Julio-Roman, 2015.
"On the Stylized Facts of Nominal Exchange Rates in Brazil, Chile, Colombia, Mexico and Peru,"
Borradores de Economia
13015, Banco de la Republica.
- Juan Manuel Julio-Roman, 2015. "On the Stylized Facts of Nominal Exchange Rates in Brazil, Chile, Colombia, Mexico and Peru," Borradores de Economia 890, Banco de la Republica de Colombia.
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- George Bagdatoglou & Alexandros Kontonikas, 2011.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks,"
Review of International Economics, Wiley Blackwell, vol. 19(4), pages 718-727, September.
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- Bagdatoglou, George & Kontonikas, Alexandros, 2009. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," SIRE Discussion Papers 2009-23, Scottish Institute for Research in Economics (SIRE).
- Ferreira, Paulo & Kristoufek, Ladislav, 2020. "Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 553(C).
- Lothian, James R. & Wu, Liuren, 2011.
"Uncovered interest-rate parity over the past two centuries,"
Journal of International Money and Finance, Elsevier, vol. 30(3), pages 448-473, April.
- James R. Lothian & Liuren Wu, 2003. "Uncovered Interest Rate Parity Over the Past Two Centuries," International Finance 0311009, University Library of Munich, Germany.
- Uluc Aysun & Sanglim Lee, 2013. "The determinants of the deviations from the interest rate parity condition," Working Papers 2013-03, University of Central Florida, Department of Economics.
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"Impact of Interbank Liquidity on Monetary Transmission Mechanism: A Case Study of Pakistan,"
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56161, University Library of Munich, Germany.
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- HOROBET Alexandra Lavinia & DUMITRESCU Sorin-Adrian & DUMITRESCU Dan-Gabriel, 2009. "Exchange Rates And Volatility In Central And Eastern Europe: A Test For Uncovered Interest Parity," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 552-557, May.
- Liliana Varela & Juliana Salomao, 2016.
"Exchange Rate Exposure and Firm Dynamics,"
Working Papers
2016-278-05, Department of Economics, University of Houston.
- Salomao, Juliana & Varela, Liliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series 364, Competitive Advantage in the Global Economy (CAGE).
- Salomao, Juliana & Varela, Liliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CEPR Discussion Papers 12654, C.E.P.R. Discussion Papers.
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1157, University of Warwick, Department of Economics.
- Juliana Salomao & Liliana Varela, 2018. "Exchange Rate Exposure and Firm Dynamics," 2018 Meeting Papers 523, Society for Economic Dynamics.
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- Arnaud Mehl & Lorenzo Cappiello, 2009. "Uncovered Interest Parity at Long Horizons: Evidence on Emerging Economies," Review of International Economics, Wiley Blackwell, vol. 17(5), pages 1019-1037, November.
- Bhatta, Guna Raj & Nepal, Rabindra & Harvie, Charles & Jayanthakumaran, Kankesu, 2022.
"Testing for the uncovered interest parity condition in a small open economy: A state space modelling approach,"
Journal of Asian Economics, Elsevier, vol. 82(C).
- Guna Raj Bhatta & Rabindra Nepal & Charles Harvie & Kankesu Jayanthakumaran, 2021. "Testing for uncovered interest parity conditions in a small open economy: A state space modelling approach," CAMA Working Papers 2021-56, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- DeLisle Worrell & Roland Craigwell & Travis Mitchell, 2008. "The behaviour of a small foreign exchange market with a long-term peg-Barbados," Applied Financial Economics, Taylor & Francis Journals, vol. 18(8), pages 673-682.
- Brian Lucey & Grace Loring, 2012. "Forward Exchange Rate Biasedness across Developed and Developing Country Currencies - Do Observed Patterns Persist Out of Sample?Abstract:," The Institute for International Integration Studies Discussion Paper Series iiisdp404, IIIS.
- Stefanescu, Razvan & Dumitriu, Ramona & Nistor, Costel, 2009. "Analysis of the dynamic relation between the currency rates and the interest rates from Romania and euro area before and during the financial crisis," MPRA Paper 41744, University Library of Munich, Germany, revised 04 Mar 2010.
- Loring, Grace & Lucey, Brian, 2013. "An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?," Emerging Markets Review, Elsevier, vol. 17(C), pages 14-28.
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More about this item
Keywords
Empirical; exchange rate; Fixed; Floating; Developing; Developed;All these keywords.
JEL classification:
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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