An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle-Reference-Cited by-同舟云学术

An Incomplete Markets Explanation of the Uncovered Interest Rate Parity Puzzle

Published:2016-03-03 Issue:2 Volume:24 Page:422-446
ISSN:0965-7576
Container-title:Review of International Economics
language:en
Short-container-title:Review of International Economics

Author:

Rabitsch Katrin¹

Affiliation:

1. Department of Economics; Institute for International Economics and Development, Vienna University of Economics and Business; Welthandelsplatz 1 1020 Vienna Austria

Publisher

Wiley

Subject

Development,Geography, Planning and Development

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/roie.12220/fullpdf

Reference48 articles.

1. Uninsured Idiosyncratic Risk and Aggregate Savings;Aiyagari;Quarterly Journal of Economics,1994

2. Time-varying Risk, Interest Rates, and Exchange Rates in General Equilibrium;Alvarez;Review of Economic Studies,2009

3. Anagnostopoulos , A. 2004

4. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle;Bacchetta;American Economic Review,2010

5. Consumption and Real Exchange Rates in Dynamic Exchange Economies with Non-traded Goods;Backus;Journal of International Economics,1993

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Revisit on the Validity of the Uncovered Interest Rate Parity-Evidence from Time-Varying Parameter Models;Applied Economics;2021-06-01

2. Determinants of fiscal multipliers revisited;Journal of Macroeconomics;2020-03

3. Gradual learning about shocks and the forward premium puzzle;Journal of International Money and Finance;2018-11