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https://doi.org/10.2139/ssrn.4663559

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.1084openalex-extracted
Time‐varying yield curve dynamics and monetary policy
inferredcites →https://doi.org/10.1016/0304-405x(82)90018-6openalex-extracted
The stochastic behavior of common stock variances Value, leverage and interest rate effects
inferredcites →https://doi.org/10.1016/j.intfin.2023.101780openalex-extracted
Cross-currency basis swap spreads and corporate dollar funding
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.05.007openalex-extracted
Interpreting deviations from covered interest parity during the financial market turmoil of 2007–08
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.07.018openalex-extracted
Decomposing global yield curve co-movement
inferredcites →https://doi.org/10.1016/j.jeconom.2008.08.017openalex-extracted
Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach
inferredcites →https://doi.org/10.1016/j.jfineco.2017.08.002openalex-extracted
Intermediary asset pricing: New evidence from many asset classes
inferredcites →https://doi.org/10.1016/j.jinteco.2008.07.004openalex-extracted
Arbitrage in the foreign exchange market: Turning on the microscope
inferredcites →https://doi.org/10.1016/s0304-405x(02)00228-3openalex-extracted
Equilibrium and welfare in markets with financially constrained arbitrageurs
inferredcites →https://doi.org/10.1016/s1042-4431(02)00026-4openalex-extracted
The term structure of deviations from the interest parity
inferredcites →https://doi.org/10.1080/07474938.2012.740374openalex-extracted
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
inferredcites →https://doi.org/10.1093/restud/rdaa019openalex-extracted
U.S. Monetary Policy and the Global Financial Cycle
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-extracted
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhr027openalex-extracted
Margin-based Asset Pricing and Deviations from the Law of One Price
inferredcites →https://doi.org/10.1111/jmcb.12667openalex-extracted
U.S. Monetary Policy and International Bond Markets
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1111/jofi.12757openalex-extracted
Liquidity Risk and the Dynamics of Arbitrage Capital
inferredcites →https://doi.org/10.1198/073500104000000019openalex-extracted
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
inferredcites →https://doi.org/10.1257/aeri.20180322openalex-extracted
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity
inferredcites →https://doi.org/10.1287/mnsc.2021.4068openalex-extracted
The Time Variation in Risk Appetite and Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.1473377openalex-extracted
Capital Constraints, Counterparty Risk, and Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.2139/ssrn.2910319openalex-extracted
The Failure of Covered Interest Parity: FX Hedging Demand and Costly Balance Sheets
inferredcites →https://doi.org/10.2139/ssrn.887442openalex-extracted
Arbitrage in the Foreign Exchange Market: Turning on the Microscope
inferredcites →https://doi.org/10.2307/1991380openalex-extracted
The Term Structure of Interest Rates: A Reexamination of the Evidence: Reply
inferredcites →https://doi.org/10.3386/w16777openalex-extracted
Margin-Based Asset Pricing and Deviations from the Law of One Price
inferredcites →https://doi.org/10.3386/w27231openalex-extracted
The Term Structure of Covered Interest Rate Parity Violations
inferredcites →https://doi.org/10.3982/ecta17440openalex-extracted
Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440)
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