Survey of Literature on Covered and Uncovered Interest Parities



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Levich, R.M. (1985), Empirical Studies Of Exchange Rates: Price Behavior, Rate
Determination, And Market Efficiency, In Jones, R.W. And Kenen, P.B. (Eds.) The
Handbook Of International Economics, Vol. II, Amsterdam: North-Holland, 979-1040.

Lewis, K.K., 1995. Puzzles In International Financial Markets. In: Grossman, G.M.,
Rogoff,
Handbook OfInternationalEconomics Vol. 3. Elsevier, Amsterdam, Pp. 1913-
1949.

Lewis, K.K., 1989, Changing Beliefs And Systematic Rational Forecast En'ors With
Evidence From Foreign Exchange,
American Economic Review 79:621-636.

Lim, H., Ogaki, M., 2003. A Theory Of The Exchange Rates And The Term Structure Of
Interest Rates.
Rochester Center For Economic Research Working Paper No. 504,
University Of Rochester, Rochester, NY.

Lothian, J.R., Simaan, Y., 1998. International Financial Relations Under The Current
Float, Evidence From Panel Data.
Open Economies Review 9 (4), 293e313.

Lucas, R.E., 1982. Interest Rates And Currency Prices In A Two-Country World. Journal
Of Monetary Economics
10, 335-359.

Lyons, R., 2001. The Microstructure Approach To Exchange Rates. MIT Press,
Cambridge And London.

Lyons, R.K., Rose, A.K., 1995. Explaining Forward Exchange Bias. . .Intraday. Journal
Of Finance
50, 1321- 1329.

Mccallum, B.T., 1994, A Reconsideration Of The Uncovered Interest Parity Relationship,
Journal Of Monetary Economics, Vol. 33, Pp. 105-32.

Macdonald, R. And M.P. Taylor, 1992, Exchange Rate Economics: A Survey, IMF Staff
Papers
, Vol. 39, No. 1, March, Pp. 1-57.

Mark, N.C. And Moh, Y.-K. (2002), Continuous-Time Market Dynamics, ARCH EEcts,
And The Forward Premium Anomaly, University Of Notre Dame And Tulane University,
Mimeo.

Mark, N., Wu, Y., 1998. Rethinking Deviations From Uncovered Interest Parity: The
Role Of Covariance Risk And Noise.
The Economic Journal 108 (451) (November):
1686-1706.

Meredith, G., Chinn, M., 1998. Long-Horizon Uncovered Interest Rate Parity. National
Bureau Of Economic Research Working Paper
6797.



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