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The Missing Link: The Real Bond Return Parity
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/ijfe.354openalex-extracted
Conventional and unconventional approaches to exchange rate modelling and assessment
inferredcites →https://doi.org/10.1007/s11408-006-0012-8openalex-extracted
Interest Rates and Exchange Rate Movements: Analyzing Short-term Investments in Long-term Bonds
inferredcites →https://doi.org/10.1016/0165-1765(80)90075-0openalex-extracted
Stochastic prices and tests of efficiency of foreign exchange markets
inferredcites →https://doi.org/10.1016/0261-5606(93)90010-9openalex-extracted
Real interest rate parity new measures and tests
inferredcites →https://doi.org/10.1016/0304-3932(82)90032-0openalex-extracted
Interest rates and currency prices in a two-country world
inferredcites →https://doi.org/10.1016/0304-3932(84)90046-1openalex-extracted
Forward and spot exchange rates
inferredcites →https://doi.org/10.1016/0304-3932(87)90027-4openalex-extracted
The term structure of euromarket interest rates
inferredcites →https://doi.org/10.1016/0304-3932(94)90012-4openalex-extracted
Real exchange rates and real interest differentials
inferredcites →https://doi.org/10.1016/j.jfineco.2013.12.005openalex-extracted
Countercyclical currency risk premia
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.10.003openalex-extracted
The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets
inferredcites →https://doi.org/10.1016/j.jimonfin.2007.05.004openalex-extracted
Uncovered interest rate parity and the term structure
inferredcites →https://doi.org/10.1016/j.jimonfin.2011.01.005openalex-extracted
Uncovered interest-rate parity over the past two centuries
inferredcites →https://doi.org/10.1016/j.jinteco.2007.02.004openalex-extracted
Real-time price discovery in global stock, bond and foreign exchange markets
inferredcites →https://doi.org/10.1016/j.jmoneco.2005.02.004openalex-extracted
International risk sharing is better than you think, or exchange rates are too smooth
inferredcites →https://doi.org/10.1016/j.jmoneco.2006.05.015openalex-extracted
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
inferredcites →https://doi.org/10.1016/s0022-1996(99)00039-2openalex-extracted
The forward premium puzzle: different tales from developed and emerging economies
inferredcites →https://doi.org/10.1086/260506openalex-extracted
Expectations and Exchange Rate Dynamics
inferredcites →https://doi.org/10.1111/0022-1082.00325openalex-extracted
Affine Term Structure Models and the Forward Premium Anomaly
inferredcites →https://doi.org/10.1111/0022-1082.00371openalex-extracted
Expectations Hypotheses Tests
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb02433.xopenalex-extracted
The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes
inferredcites →https://doi.org/10.1257/aer.20180098openalex-extracted
The Term Structure of Currency Carry Trade Risk Premia
inferredcites →https://doi.org/10.2139/ssrn.1100184openalex-extracted
Common Risk Factors in Currency Markets
inferredcites →https://doi.org/10.2139/ssrn.4194188openalex-extracted
Decomposing Exchange Rate Risk in the Consumption Model: a Present Value Approach
inferredcites →https://doi.org/10.3386/w13010openalex-extracted
Is Bad News About Inflation Good News for the Exchange Rate?
inferredcites →https://doi.org/10.3386/w6797openalex-extracted
Long-Horizon Uncovered Interest Rate Parity
inferredcites →https://doi.org/10.1016/j.jimonfin.2009.08.010openalex-snapshot
Currency carry trade regimes: Beyond the Fama regression
inferredcites →https://doi.org/10.1111/jmcb.12760openalex-snapshot
Bond Risk Premia and The Exchange Rate
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