A Theory of Exchange Rates and the Term Structure of Interest Rates
Author:
Affiliation:
1. Korea Institute of Finance; MyungDong, Chung-Gu; Seoul; 100-021; Korea
2. Department of Economics; Keio University; 2-15-45 Mita; Tokyo; 108-8345; Japan
Publisher
Wiley
Subject
Development,Geography, Planning and Development
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/rode.12016/fullpdf
Reference28 articles.
1. Uncovered Interest Parity Revisited;Alexius;Review of International Economics,2001
2. Money, Interest Rates, and Exchange Rates with Endogenously Segmented Markets;Alvarez;The Journal of Political Economy,2002
3. Infrequent Portfolio Decisions: A Solution to the Forward Discount Puzzle;Bacchetta;American Economic Review,2010
4. The Forward Premium Anomaly Is Not As Bad As You Think;Baillie;Journal of International Money and Finance,2000
5. Do asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?;Baillie;Journal of International Money and Finance,2006
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