Quantitative Finance · 2009 · 12 citations · 5 references
BusinessEconomicsInternational EconomicsInternational FinanceMacroeconomicsForeign Exchange MarketsInterest Rate ParityInvestmentOpen Economy MacroeconomicsPurchasing Power ParityInterest Parity DeviationsLong-run Purchasing Power ParityReal Interest Rate ParityUncovered Interest Rate Parity
Uncovered interest parity (UIP), the cornerstone of many open economy models, has been a popular topic in the last three decades. Although the concepts of covered and uncovered interest parities ca...
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Forward and spot exchange rates
Eugene F. Fama · Journal of Monetary Economics · 1984 · 2.2K citations
Social Sciences, Economics, Finance +12
Kenneth Froot, Richard H. Thaler · The Journal of Economic Perspectives · 1990 · 920 citations · Full text
Monetary Policy and Long-Horizon Uncovered Interest Parity
Menzie Chinn · IMF Staff Papers · 2004 · 405 citations
Floating Exchange Rates after Ten Years
Jeffrey R. Shafer, Bonnie E. Loopesko, Ralph C. Bryant et al. · Brookings Papers on Economic Activity · 1983 · 93 citations · Full text