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. Government spending composition, technical change and wage inequality2. Hemmnisse für die Vernetzungen von Wissenschaft und Wirtschaft abbauen
3. Party Groups and Policy Positions in the European Parliament
4. sycnoιogιcaι spaces
5. International Financial Integration*
6. The name is absent
7. Trade Openness and Volatility
8. Asymmetric transfer of the dynamic motion aftereffect between first- and second-order cues and among different second-order cues
9. DEMAND FOR MEAT AND FISH PRODUCTS IN KOREA
10. On the Existence of the Moments of the Asymptotic Trace Statistic