Uncovered interest parity: it works, but not for long
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. Central bank intervention and risk in the forward premium;Baillie;Journal of International Economics,1997
2. Deviations from daily uncovered interest parity and the role of intervention;Baillie;Journal of International Financial Markets, Institutions, and Money,2000
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4. On biases in the measurement of foreign exchange risk premiums;Bekaert;Journal of International Money and Finance,1993
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