Parity conditions and the efficiency of the Australian 90- and 180-day forward markets

Author:

Felmingham Bruce,Leong SuSan

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference52 articles.

1. Long-run relations in exchange markets: A test of covered interest parity;Abeysekera;The Journal of Financial Research,1995

2. The interest parity theorem: A reinterpretation;Aliber;Journal of Political Economy,1973

3. A multivariate generalised ARCH approach to modeling risk premium forward foreign exchange rate markets;Baillie;Journal of International Money and Finance,1990

4. Expectations hypotheses tests;Bekaert;Journal of Finance,2001

5. Estimation and inference in non linear structural models;Berndt;Annals of Economic and Social Measurement,1974

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1. Covered interest rate parity deviations in the Asia-Pacific;Journal of International Financial Markets, Institutions and Money;2022-03

2. Covered interest parity: The untestable hypothesis;Journal of Post Keynesian Economics;2017-10-02

3. Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar;Journal of International Money and Finance;2017-06

4. Revisiting Uncovered Interest Rate Parity: An Empirical Testing Using Bounds Test Approach;Procedia Economics and Finance;2012

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