- 21 -
Clinton, K. (1988), Transactions Costs And Covered Interest Arbitrage: Theory And
Evidence, Journal Of Political Economy, 96, 358-70.
Cosandier, P.A. And Lang, B.R.,1981. Interest Rate Parity Tests: Switzerland And Some
Major Western Countries. Journal Of Banking And Finance, 5(2), 187-200.
Davanne, O., 1990. La Dynamique Des Taux De Change. Economie Et Statistique, 236,
Décembre.
De Long, J.B., A. Shleifer, L.H. Summers, And R.J. Waldmann (1990), Noise Trader
Risk In Financial Markets, Journal Of Political Economy 98:703-738.
Dooley, M.P., And Isard, P., 1980, Capital Controls, Political Risk And Deviations From
Interest-Rate Parity, Journal Of Political Economy, Vol. 88p. P. 370-84.
Dumas, B. (1992), Dynamic Equilibrium And The Real Exchange Rate In A Spatially
Separated World, Review Of Financial Studies, 5, 153-80.
Einzig, P., 1962. The History Of Foreign Exchcange (London: Macmillan).
Engel, C., 1996 The Forward Discount Anomaly And The Risk Premium: A Survey Of
Recent Evidence, Journal Of Empirical Finance, Vol. 3, June, Pp. 123-92.
Engel, C., 1996. The Forward Discount Anomaly And The Risk Premium: A Survey Of
Recent Evidence. Journal OfEmpirical Finance 3, 123- 192.
Evans, Martin D. And Karen K. Lewis, 1995. Do Long Term Swings In The Dollar
Affect Estimates Of The Risk Premia?, Review OfFinancial Studies 8 (3), 709-742
Fama, E. (1984), Forward And Spot Exchange Rates, Journal Of Monetary Economics
14:319-338.
Flood, R.P., Garber, P., 1984. Collapsing Exchange Rate Regimes: Some Linear
Examples. Journal Of International Economics, 17: 1-13.
Flood, R.P., Garber, P., Kramer, C., 1996. Collapsing Exchange Rate Regimes: An Other
Linear Example. Journal Of International Economics 41, No ¾ (November): 223-234.
Flood, R.P., Marion N., 1998. Self-Fulfilling Predictions: An Application To Speculative
Attacks. IMF Working Paper WP/98/124 (August).
Flood, R.P., Rose, A.K., 1996. Fixes, Of The Forward Discount Puzzle. Review Of
Economics And Statistics 748-752.