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



[74] Mark, N.C., and Moh, Y.K. (2007). Occasional Interventions and Occasional Violations
of Uncovered Interest Parity in the Dollar-DM Market.
Journal of Empirical Finance,
forthcoming.

[75] Maynard, A., and Phillips, P.C.B. (2001). Rethinking an old empirical puzzle: econo-
metric evidence on the forward discount anomaly.
Journal of Applied Econometrics 16(6):
671-708.

[76] Maynard, A. (2006). The forward premium anomaly: statistical artifact or economic
puzzle? New evidence from robust tests.
Canadian Journal of Economics 39 (3): 1244-
1281.

[77] McCallum, B. T. (1994). A Reconsideration of the Uncovered Interest Parity Relation-
ship.
Journal of Monetary Economics 33: 105-132.

[78] Misirli, U., and Alper, C. E. (2007). The Drivers of Expected Returns in Istanbul Stock
Exchange: Fama-French Factors and Coskewness.
Applied Economics, forthcoming.

[79] Mody, A. (2004). What Is An Emerging Market? IMF Working Paper, No. 04/177.

[80] Ozmen, E., and Gokcan, A. (2004). Deviations from PPP and UIP in a financially open
economy: the Turkish evidence.
Applied Financial Economics 14: 779-784.

[81] Pesaran, H. M., Weale, M. (2006). Survey Expectations. In Elliott, G., Granger C.W.J.
and Timmermann A. (Eds.),
Handbook of Economic Forecasting, North-Holland.

[82] Poghosyan, T., Kocenda, E., and Zemcik, P. (2007). Modeling Foreign Exchange Risk
Premium in Armenia.
Emerging Markets Finance and Trade, forthcoming.

[83] Rojas-Suarez, L., and Sotelo, S. (2007). The Burden of Debt: An Exploration of Interest
Behavior in Latin America.
Contemporary Economic Policy, forthcoming.

[84] Sachsida, A., Ellery Jr., R., and Teixeria, J. R. (2001). Uncovered Interest Rate Parity
and the Peso Problem: the Brazilian Case.
Applied Economics Letters 8: 179-181.

[85] Sakoulis, G., and Zivot, E. (2005). Time-Variation and Structural Change in the For-
ward Discount: Implications for the Forward Rate Unbiasedness Hypothesis. Mimeo,
Department of Economics, University of Washington.

[86] Sarno, L. (2005). Towards a Solution to the Puzzles in Exchange Rate Economics:
Where Do We Stand?.
Canadian Journal of Economics 38: 673-708.

[87] Sarno, L., Valente, G., and Leon H. (2006). Nonlinearity in Deviations from Uncovered
Interest Parity: An Explanation of the Forward Bias Puzzle. IMF Working Paper No.
06/136.

[88] Schmukler, S. L., and Serven, L. (2002). Pricing Currency Risks under Currency
Boards.
Journal of Development Economics 69(2): 367-391.

37



More intriguing information

1. Public-Private Partnerships in Urban Development in the United States
2. The name is absent
3. Regional Intergration and Migration: An Economic Geography Model with Hetergenous Labour Force
4. Shifting Identities and Blurring Boundaries: The Emergence of Third Space Professionals in UK Higher Education
5. Constrained School Choice
6. Protocol for Past BP: a randomised controlled trial of different blood pressure targets for people with a history of stroke of transient ischaemic attack (TIA) in primary care
7. Manufacturing Earnings and Cycles: New Evidence
8. The name is absent
9. The name is absent
10. Philosophical Perspectives on Trustworthiness and Open-mindedness as Professional Virtues for the Practice of Nursing: Implications for he Moral Education of Nurses