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

[15] Bekaert, G., Harvey, C. R. (2003). Emerging markets finance. Journal of Empirical
Finance 10: 3-55.

[16] Bekaert, G., Wei, M., and Xing, Y. (2007). Uncovered Interest Rate Parity and the
Term Structure. Journal of International Money and Finance, forthcoming.

[17] Bratsiotis, G. J., and Robinson, W. (2006). Currency composition of debt, risk premia
and the 1997 Korean crisis. Economic Modelling 22: 459-471.

[18] Calvo, G. A., and Reinhart, C. M. (2002). Fear of Floating. Quarterly Journal of
Economics 107(2): 379-408.

[19] Campbell, J. Y., and Cochrane, J. H. (1999). By force of habit: A consumption-based
explanation of aggregate stock market behavior. Journal of Political Economy 107(2):
205-251.

[20] Carvalho, J.V., Sachsida, A., Loureiro, P. R. A., and Moreira, T. B. S. (2004). Uncov-
ered Interest Parity in Argentina, Brazil, Chile, and Mexico: A Unit Root Test Applica-
tion with Panel Data. Review of Urban and Regional Development Studies 16: 263-269.

[21] Carvalho, B., and Garcia, M. (2007). Ineffective controls on capital inflows under so-
phisticated financial markets: Brazil in the nineties. In Edwards, S., and Garcia M. (Eds.),
Financial Markets Volatility and Performance in Emerging Markets, (Inter-American
Seminar on Economics), University of Chicago Press, forthcoming.

[22] Cavoli, T., and Rajan, R. S. (2006). Capital Inflows Problem in Selected Asian Coun-
tries in the 1990s Revisited: The Role of Monetary Sterilization. Asian Economic Journal
20(4): 409-423.

[23] Chaboud, A. P., and Wright, J. H. (2005). Uncovered interest parity: it works, but not
for long. Journal of International Economics 66: 349-362.

[24] Chinn, M., and Frankel, J. (2002). Survey Data on Exchange Rate Expectations: More
Currencies, More Horizons, More Tests. In Allen, W., Dickinson, D. (Eds.), Monetary
Policy, Capital Flows and Financial Market Developments in the Era of Financial Glob-
alisation: Essays in Honour of Max Fry, Routledge, London and New York, pp. 145-167.

[25] Chinn, M., and Meredith, G. (2004). Monetary Policy and Long Horizon Uncovered
Interest Parity. IMF Staff Papers 51(3): 409-430.

[26] Chinn, M., and Meredith, G. (2005). Testing Uncovered Interest Parity at Short and
Long Horizons During the post-Bretton Woods Era. NBER Working Paper No. 11077.

[27] Chinn, M. (2006). The (partial) rehabilitation of interest rate parity in the floating
rate era: Longer horizons, alternative expectations, and emerging markets. Journal of
International Money and Finance 25: 7-21.

[28] Christensen, M. (2000). Uncovered Interest Parity and Policy Behavior: New Evidence.
Economics Letters 69: 81-87.

33

<<   31   32   33   34   35   36   37   >>

More intriguing information