Survey of Literature on Covered and Uncovered Interest Parities



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References:

Anker, 1999. Uncovered Interest Parity, Monetary Policy And Time-Varying Risk
Premia. Journal Of International Money And Finance 18(6), 835-851.

Arias, G. 2001. Deviations From Uncovered Interest Parity, Lessons To Be Drawn From
Currency Crises Models. CEFI Working Paper No. 2001/07.

Arida, P., Bacha, E., Lara-Resende, A., 2004. Credit, Interest And Jurisdictional
Uncertainty: Conjectures On The Case Of Brazil. Instituto De Estudos De Politica
Economica, Casa Das Gracas, Rio De Janeiro, Brazil: Mimeo.

Artus, P., 1994. Les Crises Des Balances De Paiements Sont-Elles Inévitables? Revue
Economique 45 (6) (Novembre) : 1377-1400.

Backus, D.K., Gregory, A.W. And Telmer, C.I. (1993), Accounting For Forward Rates In
Markets For Foreign Currency, Journal Of Finance, 48, 1887-1908.

Baillie, R.T. And Bollerslev, T., 2000. The Forwad Premium Anomaly Is Not As Bad As
You Think. Journal Of International Money And Finance 19, 471-488.

Baillie, R.T. And Kilic, R., 2006. Do Asymmetric And Non-Linear Adjustments Explain
The Forward Premium Anomaly? Journal Of International Money And Finance 25 (1).

Baldwin, R. (1990), Re-Interpreting The Failure Of Foreign Exchange Market Efficiency
Tests: Small Transaction Costs, Big Hysteresis Bands, National Bureau Of Economic
Research Working Paper N. 3319.

Bansal, R. And Dahlquist, M., 2000. The Forward Premium Puzzle, Different Tales From
Developed And Emerging Economies. Journal Of International Economics 51, 115-144.

Bekaert, G And Hodrick, R.J., 1992. Characterizing Predictable Components In Excess

Returns On Equity And Foreign Exchange Markets, Journal Of Finance, Vol. 47, No. 2
(Jun., 1992), Pp. 467-509

Bekaert, G. And Hodrick, R.J., 1993. On Biases In The Measurement Of Foreign
Exchange Risk Premiums. Journal OfInternational Money And Finance 12, 115- 138.

Bekaert, G., Hodrick, R.J. And Marshall, D. (1997), The Implications Of First-Order
Risk Aversion For Asset Market Risk Premiums, Journal Of Monetary Economics, 40, 3-
39.

Bekaert, G., M. Wei And Y. Xing (2002), Uncovered Interest Rate Parity And The Term
Structure, NBER Working Paper No. 8795 (February).



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