The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey



References

[1] Albuquerque, R. (2006). The Forward Premium Puzzle in a Model of Imperfect Infor-
mation: Theory and Evidence. Mimeo, Boston University.

[2] Alexius, A. (2001). Uncovered Interest Parity Revisited. Review of International Eco-
nomics
9: 505-517.

[3] Alexius, A. (2002). Can endogenous monetary policy explain the deviations from UIP?
Working Paper No. 2002-17, Uppsala University, Sweden.

[4] Aliber, R. Z. (1973). The Interest Rate Parity Theorem: A Reinterpretation. Journal
of Political Economy
81(6): 1451-1459.

[5] Alvarez, F., Atkeson, A., and Kehoe P. J. (2006). Time-Varying Risk, Interest Rates,
and Exchange Rates in General Equilibrium. Research Department Staff Report No. 371,
Federal Reserve Bank of Minneapolis.

[6] Anker, P. (1999). Uncovered Interest Parity, Monetary Policy and Time-Varying Risk
Premia.
Journal of International Money and Finance 18: 835-851.

[7] Bacchetta, P., and van Wincoop, E. (2006). Incomplete Information Processing: A Solu-
tion to the Forward Discount Puzzle.
Proceedings, Federal Reserve Bank of San Francisco,
June.

[8] Baharumshah, A. Z., Hawa, C. T., and Fountas, S. (2005). A panel study on real interest
rate parity in East Asian countries: Pre- and post-liberalization era.
Global Finance
Journal
16: 69-85.

[9] Baillie, R.T., and Bollerslev, T. P. (2000). The Forward Premium Anomaly is not as
Bad as you Think.
Journal of International Money and Finance 19: 471-488.

[10] Baillie, R.T., and Kilic, R. (2006). Do asymmetric and nonlinear adjustments explain
the forward premium anomaly?.
Journal of International Money and Finance 25(1): 22-
47.

[11] Baillie, R.T., and Osterberg, W. P. (2000). Deviations from daily uncovered interest
rate parity and the role of intervention.
Journal of International Financial Markets,
Institutions and Money
10: 363-379.

[12] Bansal, R. (1997). An Exploration of the Forward Premium Puzzle in Currency Mar-
kets.
Review of Financial Studies 10: 369-403.

[13] Bansal, R., and Dahlquist, M. (2000). The Forward Premium Puzzle: Different Tales
from Developed and Emerging Economies.
Journal of International Economics 51: 115-
144.

[14] Bekaert, G., Harvey, C. R., and Lumsdaine, R. L. (2002). Dating the integration of
world equity markets.
Journal of Financial Economics, 65(2): 203-247.

32



More intriguing information

1. DISCUSSION: POLICY CONSIDERATIONS OF EMERGING INFORMATION TECHNOLOGIES
2. Chebyshev polynomial approximation to approximate partial differential equations
3. MATHEMATICS AS AN EXACT AND PRECISE LANGUAGE OF NATURE
4. Biological Control of Giant Reed (Arundo donax): Economic Aspects
5. IMPACTS OF EPA DAIRY WASTE REGULATIONS ON FARM PROFITABILITY
6. PROJECTED COSTS FOR SELECTED LOUISIANA VEGETABLE CROPS - 1997 SEASON
7. Political Rents, Promotion Incentives, and Support for a Non-Democratic Regime
8. The name is absent
9. How does an infant acquire the ability of joint attention?: A Constructive Approach
10. The name is absent