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. ASSESSMENT OF MARKET RISK IN HOG PRODUCTION USING VALUE-AT-RISK AND EXTREME VALUE THEORY
2. Ongoing Emergence: A Core Concept in Epigenetic Robotics
3. Environmental Regulation, Market Power and Price Discrimination in the Agricultural Chemical Industry
4. Comparative study of hatching rates of African catfish (Clarias gariepinus Burchell 1822) eggs on different substrates
5. Beyond Networks? A brief response to ‘Which networks matter in education governance?’
6. Social Balance Theory
7. The name is absent
8. Backpropagation Artificial Neural Network To Detect Hyperthermic Seizures In Rats
9. Migrating Football Players, Transfer Fees and Migration Controls
10. TOWARD CULTURAL ONCOLOGY: THE EVOLUTIONARY INFORMATION DYNAMICS OF CANCER
11. Inflation and Inflation Uncertainty in the Euro Area
12. The name is absent
13. The Institutional Determinants of Bilateral Trade Patterns
14. The name is absent
15. The name is absent
16. The name is absent
17. Population ageing, taxation, pensions and health costs, CHERE Working Paper 2007/10
18. Does adult education at upper secondary level influence annual wage earnings?
19. The Role of Evidence in Establishing Trust in Repositories
20. The Dynamic Cost of the Draft