Survey of Literature on Covered and Uncovered Interest Parities



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Bilson, J.F.O. (1981), The Speculative Efficiency Hypothesis, Journal Of Business, 54,
435-51.

Branson, W.H., 1969. The Minimum Covered Interest Differential Needed For
International Arbitrage Activity. Journal Of Political Economy 77(6), 1028-35.

Branson, W.H., Henderson, D.W., 1985. The Specification And Influence Of Assets
Markets. In Handbook Of International Economics, Eds P.B. Kenen And R.W. Jones.
Amsterdam: North Holland.

Branson, E.T. And Taylor, M.P. (2004). Asymmetric Arbitrage And Default Premiums
Between US And Russian Financial Markets. IMF Staff Papers, Vol 51.

Brenner, R.J. And K.F. Kroner (1995), Arbitrage, Cointegration, And Testing The
Unbiasedness Hypothesis In Financial Markets, Journal Of Financial And Quantitative
Analysis, Vol. 30, No. 1, March, Pp. 23-42.

Carlson, J.A., Osler, C.L., 1999. Determinants Of Currency Premiums. Mimeo, Federal
Reserve Bank Of New York (February).

Chaboud, A.P., Wright, J.H., 2005. Uncovered Interest Parity, It Works, But Not For
Long. Journal Of International Economics 66 (2), 349e362.

Cheung, Y.-W., Chinn, M.D., Garcia Pascual, A., 2005. Empirical Exchange Rate
Models Of The Nineties, Are Any Fit To Survive? Journal Of International Money And
Finance 24, 1150e1175.

Chinn, M., 2006. The (Partial) Rehabilitation Of Interest Rate Parity In Floating Rate
Era: Longer Horizons, Alternative Expectations And Emerging Markets. Journal Of
International Money And Finance 25, 7-21

Chinn, M. And J. Frankel, 1994, Patterns In Exchange Rate Forecasts For Twenty-Five
Currencies, Journal Of Money, Credit, And Banking, Vol. 26, No. 4, November, Pp. 759-
70.

Chinn, M. And J. Frankel, 2002, Survey Data On Exchange Rate Expectations: More
Currencies, More Horizons, More Tests, In W. Allen And D. Dickinson (Editors),
Monetary Policy, Capital Flows And Financial Market Developments In The Era Of
Financial Globalisation: Essays In Honour Of Max Fry, Routledge, London: 145-67.

Chinn, M.D., Meredith, G., 2004. Monetary Policy And Long Horizon Uncovered
Interest Parity. IMF Staff Papers 51 (3), 409-430.

Chinn, M.D., Meredith, G., 2005. Testing Uncovered Interest Parity At Short And Long
Horizons During The Post-Bretton Woods Era. NBER Working Paper No. 11077.



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