American Economic Review 2016, 106(2): 436–474 http://dx.doi.orgaerExchange Rates, Interest Rates, and the Risk Premium† By Charles Engel* The uncovered interest parity puzzle concerns the empirica

Source URL: www.ssc.wisc.edu

• Economy
• Money
• Finance
• International finance
• Mathematical finance
• Financial markets
• Fixed income market
• Economic puzzles
• Overshooting model
• Monetary policy
• Interest rate
• Forward premium anomaly

CENTRAL BANK OF ICELAND Do Interest Rates Affect the Exchange Rate under Capital Controls? An event study of Iceland’s experience with capital controls By

Source URL: www.cb.is

• Economy
• Money
• Finance
• Foreign exchange market
• Financial economics
• International finance
• Currency
• Investment
• Monetary policy
• Interest rate parity
• Currency intervention
• Exchange rate

Monetary Policy and the Uncovered Interest Rate Parity Puzzle∗ David K. Backus† , Federico Gavazzoni‡ , Chris Telmer§ and Stanley E. Zin¶ MarchFirst Draft: May 2010)

Source URL: bertha.tepper.cmu.edu

IMF Staff Papers vol. 51, no. 3

Source URL: www.ssc.wisc.edu

• Financial economics
• Foreign exchange market
• International finance
• Regression analysis
• Econometrics
• Forward exchange rate
• Interest rate parity
• Instrumental variable
• Yield curve
• Economics
• Statistics
• Finance

M PRA Munich Personal RePEc Archive A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle Kuk Mo Jung and Seungduck Lee

Source URL: mpra.ub.uni-muenchen.de

• Inflation
• Bond
• Open market operation
• Interest rate
• Repurchase agreement
• Market liquidity
• Futures contract
• Liquidity crisis
• Foreign exchange market
• Economics
• Macroeconomics
• Monetary policy

Fluctuations in Exchange Rates and the Carry Trade Kyuil Chung* Òscar Jordà** The views expressed herein are those of the authors and do

Source URL: www.econ.ucdavis.edu

• Foreign exchange market
• Mathematical finance
• International economics
• Investment
• Exchange rate
• Implied volatility
• Interest rate parity
• Carry
• Foreign-exchange option
• Economics
• Finance
• Financial economics

FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY John Pippenger Department of Economics University of California Santa Barbara, CA 93106

Source URL: www.econ.ucsb.edu

• Financial markets
• Forward contract
• Arbitrage
• International finance
• Futures contract
• Foreign exchange market
• Mathematical finance
• Forward exchange rate
• Finance
• Financial economics
• Economics

WHAT COVERED INTEREST PARITY IMPLIES ABOUT THE THEORY OF UNCOVERED INTEREST PARITY AND RISK PRMIUMS John Pippenger Department of Economics University of California Santa Barbara, California 93106

Source URL: www.econ.ucsb.edu

• Foreign exchange market
• International finance
• Financial markets
• Actuarial science
• Interest rate parity
• Covered interest arbitrage
• Forward exchange rate
• Arbitrage
• Forward contract
• Economics
• Finance
• Financial economics

THE FAILURE OF UNCOVERED INTEREST PARITY, FORWARD BIAS AND RELATED PUZZLES John Pippenger Department of Economics University of California Santa Barbara, CA 93106

Source URL: www.econ.ucsb.edu

• Financial economics
• International finance
• Mathematical finance
• Forward exchange rate
• Financial markets
• Forward contract
• Futures contract
• Exchange rate
• Arbitrage
• Economics
• Finance
• Foreign exchange market

Alexis Derviz GENERALIZED ASSET RETURN PARITY AND THE EXCHANGE RATE IN A FINANCIALLY

Source URL: www.cnb.cz

• Financial economics
• International finance
• Financial markets
• International economics
• Exchange rate
• Interest rate parity
• Arbitrage
• General equilibrium theory
• Forward exchange rate
• Economics
• Finance
• Foreign exchange market