Survey of Literature on Covered and Uncovered Interest Parities



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Frenkel, J.A. And Razin, A., 1980. Stochastic Prices And Tests Of Efficiency Of Foreign
Exchange Markets, Economic Letters, 6, 165-170.

Froot, K.A., Ito, T., 1989. On The Consistency Of Short-Run And Long-Run Exchange
Rate Expectations. Journal Of International Money And Finance 8 (4), 487e510.

Froot, K.A., Thaler, R.H., 1990. Anomalies: Foreign Exchange. Journal Of Economic
Perspectives 4, 179-192.

Giovannini, A., Jorion P., 1989. The Time Variation Of Risk And Return In The Foreign
Exchange And Stock Markets.
Journal Of Science, 44.

Grubel, H.G.,1966. Forward Exchange, Speculation And The International Flow Of
Capital
. Stanford, California. Stanford University Press, 1966.

Hansen, L.P., Hodrick, R.J., 1980. Forward Exchange Rates As Optimal Predictors Of
Future Spot Rates: An Econometric Analysis.
Journal Of Political Economy 88, 829-
853.

Herring, R.J., And Marston, R.C., 1976. The Forward Market And Interest Rates In The
Eurocurrency And National Money Markets. In
Eurocurrencues And The International
Monetary System
, Edited By Carl H. Stem, John H. Makin And Dennis E. Logue.

Washington: American Enterprise Institute Of Public Policy Research.

Hodrick, Robert J. 1987. The Empirical Evidence On The Efficiency Of Forward And
Futures Foreign Exchange Markets (Harwood, London).

Horvath, Michael T.K. And Mark W. Watson, 1994, Testing For Cointegration When
Some Of The Cointegrating Vectors Are Known, Technical Working Paper No, 171
(National Bureau Of Economic Research, Cambridge, MA).

Hutchison, M. And Singh, N. 1996. Equilibrium Real Interest Rate Linkages. Journal Of
The Japanese And International Economies
, 11, 208-227.

Isard, Peter, 1996. Uncovered Interest Parity. IMF Working Paper 06/96.

Keynes, J.M., 1923. A Truct On Monetnry Reform (London: Macmillan).

Krugman, P., 1979. A Model Of Balance Of Payments Crises. Journal Of Money, Credit
And Banking
11: 311-25.

Lane, P., Milesi-Ferretti, G.M., 2001. The External Wealth Of Nations: Measures Of
Foreign Assets And Liabilities For Industrial And Developing.
Journal Of International
Economics
55, 263-294.

Lane, P., Milesi-Ferretti, G.M., 2004. Financial Globalization And Exchange Rates,
CEPR Discussion Papers, 4745.



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