A reconsideration of the failure of uncovered interest parity for the U.S. dollar-Reference-Cited by-同舟云学术

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A reconsideration of the failure of uncovered interest parity for the U.S. dollar

Published:2022-05 Issue: Volume:136 Page:103602
ISSN:0022-1996
Container-title:Journal of International Economics
language:en
Short-container-title:Journal of International Economics

Author:

Engel Charles,Kazakova Katya,Wang Mengqi,Xiang Nan

Funder

National Science Foundation

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference53 articles.

1. Predictive regressions: a reduced bias method;Amihud;J. Financ. Quant. Anal.,2004

2. Infrequent Portfolio decisions: a solution to the forward discount puzzle;Bacchetta;Am. Econ. Rev.,2010

3. Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment;Bacchetta,2019

4. International Portfolio Choice With Frictions: Evidence From Mutual Funds;Bacchetta,2020

5. Infrequent Random Portfolio Decisions in an Open Economy Model;Bacchetta,2020

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1. UIP deviations in times of uncertainty: Not all countries behave alike;Economics Letters;2024-09

2. The Story of De- dollarization and Internationalization of the Chinese Renminbi;Journal of Emerging Market Finance;2024-06-05

3. Some fixed-b results for regressions with high frequency data over long spans;Journal of Econometrics;2024-06

4. Uncertainty and the uncovered interest parity condition: How are they related?;Review of World Economics;2024-05-23

5. International monetary policy transmission in EAEU countries;Journal of the New Economic Association;2024-03-28

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