Uncovered interest rate parity and the term structure

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2007.05.004 ◽

2007 ◽

Vol 26 (6) ◽

pp. 1038-1069 ◽

Author(s):

Geert Bekaert ◽

Min Wei ◽

Yuhang Xing

Keyword(s):

Interest Rate ◽

Term Structure ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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Uncovered Interest Rate Parity and the Term Structure

SSRN Electronic Journal ◽

10.2139/ssrn.298754 ◽

2002 ◽

Author(s):

Geert Bekaert ◽

Min Wei ◽

Yuhang Xing

Keyword(s):

Interest Rate ◽

Term Structure ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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Uncovered Interest Rate Parity and the Term Structure

10.3386/w8795 ◽

2002 ◽

Author(s):

Geert Bekaert ◽

Min Wei ◽

Yuhang Xing

Keyword(s):

Interest Rate ◽

Term Structure ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the US and Europe

Contributions to Modern Econometrics - Dynamic Modeling and Econometrics in Economics and Finance ◽

10.1007/978-1-4757-3602-1_18 ◽

2002 ◽

pp. 271-282 ◽

Author(s):

Jürgen Wolters

Keyword(s):

Interest Rate ◽

Term Structure ◽

Interest Rate Parity ◽

Expectations Hypothesis ◽

Empirical Results ◽

Uncovered Interest Rate Parity ◽

The Us ◽

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Testing Uncovered Interest Rate Parity and Term Structure Using Multivariate Threshold Cointegration

Computational Methods in Financial Engineering ◽

10.1007/978-3-540-77958-2_10 ◽

2008 ◽

pp. 191-210 ◽

Author(s):

Jaya Krishnakumar ◽

David Neto

Keyword(s):

Interest Rate ◽

Term Structure ◽

Threshold Cointegration ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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Testing Uncovered Interest Rate Parity and Term Structure Using a Three-regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates*

Oxford Bulletin of Economics and Statistics ◽

10.1111/j.1468-0084.2011.00644.x ◽

2011 ◽

Vol 74 (2) ◽

pp. 180-202 ◽

Author(s):

Jaya Krishnakumar ◽

David Neto

Keyword(s):

Interest Rate ◽

Interest Rates ◽

Term Structure ◽

Unit Root ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model

Journal of Econometrics ◽

10.1016/0304-4076(94)01669-q ◽

1995 ◽

Vol 69 (1) ◽

pp. 211-240 ◽

Author(s):

Katarina Juselius

Keyword(s):

Time Series ◽

Interest Rate ◽

Purchasing Power Parity ◽

Multivariate Time Series ◽

Likelihood Inference ◽

Power Parity ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

Long Run ◽

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A Panel Data Analysis of the Validity of Uncovered Interest Rate Parity (UIRP) in Selected African Countries

Research in World Economy ◽

10.5430/rwe.v7n2p15 ◽

2016 ◽

Vol 7 (2) ◽

Author(s):

Deebii Nwiado ◽

Lezaasi LeneeTorbira

Keyword(s):

Data Analysis ◽

Interest Rate ◽

Panel Data Analysis ◽

African Countries ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

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Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2020.124257 ◽

2020 ◽

Vol 553 ◽

pp. 124257

Author(s):

Paulo Ferreira ◽

Ladislav Kristoufek

Keyword(s):

European Union ◽

Interest Rate ◽

The European Union ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

Rate Parity ◽

Fractal Methods

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The long-run uncovered interest rate parity in view of a trading strategy

Strategic Direction ◽

10.1108/sd.2010.05626dad.005 ◽

2010 ◽

Vol 26 (4) ◽

Author(s):

C-C. Chin

Keyword(s):

Interest Rate ◽

Trading Strategy ◽

Interest Rate Parity ◽

Uncovered Interest Rate Parity ◽

Long Run ◽

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The deviations from interest rate parity along the term structure of forward exchange rates

Review of World Economics ◽

10.1007/bf02696852 ◽

1980 ◽

Vol 116 (2) ◽

pp. 225-234 ◽

Author(s):

Alberto Giovannini

Keyword(s):

Interest Rate ◽

Exchange Rates ◽

Term Structure ◽

Interest Rate Parity ◽

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