Concepedia

Interest Parity Deviations

Interest Parity Deviations is a theoretical construct in international finance that quantifies the departure from equilibrium conditions predicted by interest rate parity models, distinguishing itself by measuring systematic discrepancies between forward exchange rates and expected future spot rates adjusted for interest rate differentials.

406

Publications

25.5K

Citations

554

Authors

356

Institutions

Publications per year

2017–2026

70

Parents

Publications

406

Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates

Martin Eichenbaum, Charles L. Evans · The Quarterly Journal of Economics · 1995 · 1.2K citations

, , +16

The Terms of Trade, the Real Exchange Rate, and Economic Fluctuations

Enrique G. Mendoza · International Economic Review · 1995 · 1K citations

, , +16

Long Swings in the Dollar: Are They in the Data and Do Markets Know It?

Charles Engel, James D. Hamilton · American Economic Review · 1990 · 1K citations

, , +15

Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach

Soyoung Kim, Nouriel Roubini · Journal of Monetary Economics · 2000 · 919 citations

, , +11

Deviations from Covered Interest Rate Parity

Wenxin Du, Alexander Tepper, Adrien Verdelhan · The Journal of Finance · 2018 · 673 citations · Full text

, , +14

1–5 of 406

Authors

554

  1. MC
    Menzie Chinn

    University of Wisconsin–Madison, United States

    13 publications · 1.1K citations

    13

    h-index

  2. WD
    Wenxin Du

    University of Chicago, United States

    10 publications · 1.4K citations

    10

    h-index

  3. CE
    Charles Engel

    University of Wisconsin–Madison, United States

    9 publications · 1.7K citations

    9

    h-index

  4. AK
    Andrew K. Rose

    University of California, Berkeley, United States

    7 publications · 456 citations

    7

    h-index

  5. RP
    Robert P. Flood

    International Monetary Fund, United States

    6 publications · 441 citations

    6

    h-index

1–5 of 554

Institutions

356

  1. National Bureau of Economic Research

    Cambridge, United States

    26 h-index

    59 publications

    5K citations

  2. International Monetary Fund

    Washington D.C., United States

    17 h-index

    32 publications

    1.7K citations

  3. Federal Reserve

    Washington D.C., United States

    16 h-index

    25 publications

    2.8K citations

  4. Federal Reserve Board of Governors

    Washington D.C., United States

    16 h-index

    25 publications

    2.3K citations

  5. Bank for International Settlements

    Basel, Switzerland

    14 h-index

    23 publications

    2.7K citations

  6. University of Wisconsin–Madison

    Madison, United States

    13 h-index

    23 publications

    1.5K citations

  7. Centre for Economic Policy Research

    London, United Kingdom

    12 h-index

    15 publications

    1.5K citations

  8. University of Chicago

    Chicago, United States

    7 h-index

    8 publications

    523 citations

1–8 of 356

Venues

  1. SSRN Electronic Journal

    Repository · 71 publications · 2.6K citations

    30

    h-index

  2. Journal of International Money and Finance

    32 publications · 2.3K citations

    24

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 26 publications · 1.3K citations

    15

    h-index

  4. National Bureau of Economic Research

    Repository · 13 publications · 478 citations

    13

    h-index

  5. The Journal of Finance

    12 publications · 1.8K citations

    11

    h-index

1–5