References
Alexius A. Uncovered interest parity revisited. Rev Int Econ 2001; 9(3): 505–517.
Alquist R, Chinn M. Conventional and unconventional approaches to exchange rate modeling and assessment. Int J Finance Econ 2008; 13: 2–13.
Alvarez F, Atkeson A, Kehoe PJ. Time-varying risk, interest rates, and exchange rates in general equilibrium. Rev Econ Stud 2009; 76: 851–878.
Apte P, Sercu P, Uppal R. The exchange rate and purchasing power parity: extending the theory and tests. J Int Money Finance 2004; 23: 553–571.
Balassa B. The purchasing power parity doctrine: a reappraisal. J Pol Econ 1964; 72: 584–596.
Baxter M. Real exchange rates and real interest differentials: have we missed the business-cycle relationship? J Monet Econ 1994; 33: 5–37.
Benigno G. Real exchange rate persistence and monetary policy rules. J Monet Econ 2004; 51: 473–502.
Bilson, John F.O. The ‘Speculative Efficiency’ Hypothesis. J Business 1981; 54(3) (June): 435–451.
Binici M, Cheung Y-W. Exchange rate equations based on interest rate rules: in-sample and out-of-sample performance. mimeo Central Bank of Turkey and UC Santa Cruz; 2011 Feb.
Breuer JB. An assessment of the evidence on purchasing power parity. In: Williamson J, editor. Estimating equilibrium exchange rates. Washington (DC): IIE; 1994. pp. 245–278.
Canzoneri M, Cumby R, Diba B. Relative labor productivity and the real exchange rate in the long run: evidence for a panel of OECD countries. J Int Econ 1999; 47(2): 245–266.
Cerra V, Saxena SC. The ...
Get Handbook of Exchange Rates now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.