Uncovered interest rate parity and the term structure

Author:

Bekaert Geert,Wei Min,Xing Yuhang

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference41 articles.

1. Affine term structure models and the forward premium anomaly;Backus;Journal of Finance,2001

2. The forward premium anomaly is not as bad as you think;Baillie;Journal of International Money and Finance,2000

3. The forward premium puzzle: different tales from developed and emerging economies;Bansal;Journal of International Economics,2000

4. Bauer, G., 2001. The foreign exchange risk premium over the long run. Working Paper.

5. The time-variation of risk and return in foreign exchange markets: a general equilibrium perspective;Bekaert;Review of Financial Studies,1996

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