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Results of search for Covered Interest Parity

Records found: 21

DP15569	Currency Mispricing and Dealer Balance Sheets Author(s): Gino Cenedese, Pasquale Della Corte and Tianyu Wang Published: December 2020
DP15313	The Economics of Currency Risk Author(s): Tarek Alexander Hassan and Tony Zhang Published: September 2020
DP14497	A century of arbitrage and disaster risk pricing in the foreign exchange market Author(s): Giancarlo Corsetti and Emile Alexandre Marin Published: March 2020
DP13886	Covered Interest Parity Deviations: Macrofinancial Determinants Author(s): Eugenio Cerutti, Maurice Obstfeld and Haonan Zhou Published: July 2019
DP13637	Covered Interest Parity Arbitrage Author(s): Dagfinn Rime, Andreas Schrimpf and Olav Syrstad Published: March 2019
DP13182	An Intermediation-Based Model of Exchange Rates Author(s): Semyon Malamud and Andreas Schrimpf Published: September 2018
DP12893	Multihorizon Currency Returns and Purchasing Power Parity Author(s): Mikhail Chernov and Drew Creal Published: April 2018
DP11984	On the Rewards to International Investing: A Safe Haven Currency Perspective Author(s): Jean-Pierre Danthine and Samuel Danthine Published: April 2017
DP11581	Currency Manipulation Author(s): Tarek Alexander Hassan, Thomas M. Mertens and Tony Zhang Published: October 2016
DP10905	Global Imbalances and Currency Wars at the ZLB Author(s): Ricardo Caballero, Emmanuel Farhi and Pierre-Olivier Gourinchas Published: October 2015
DP8991	Country Size, Currency Unions, and International Asset Returns Author(s): Tarek Alexander Hassan Published: May 2012
DP8343	Carry Trade and Momentum in Currency Markets Author(s): Craig Burnside, Martin Eichenbaum and Sérgio Rebelo Published: April 2011
DP6873	Do Peso Problems Explain the Returns to the Carry Trade? Author(s): Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sérgio Rebelo Published: June 2008
DP6399	Understanding the Forward Premium Puzzle: A Microstructure Approach Author(s): Craig Burnside, Martin Eichenbaum and Sérgio Rebelo Published: July 2007
DP6148	The Returns to Currency Speculation in Emerging Markets Author(s): Craig Burnside, Martin Eichenbaum and Sérgio Rebelo Published: February 2007
DP5883	The Returns to Currency Speculation Author(s): Craig Burnside, Martin Eichenbaum, Isaac Kleshchelski and Sérgio Rebelo Published: October 2006
DP5527	Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle Author(s): Hyginus Leon, Lucio Sarno and Giorgio Valente Published: March 2006
DP5199	Target Zones in Theory and History: Credibility, Efficiency, and Policy Autonomy Author(s): Marc Flandreau and John Komlos Published: August 2005
DP3463	Foreign Currency for Long-Term Investors Author(s): John Y Campbell, Luis M Viceira and Josh S. White Published: July 2002
DP1307	Exchange Rate Premia and the Credibility of the Crawling Target Zone in Hungary Author(s): Zsolt Darvas Published: January 1996
DP236	Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis Author(s): Mark P Taylor Published: March 1988

Records Found 21