scholarly journals The Swiss Franc exchange rate and deviations from uncovered interest parity: Global vs domestic factors

2010 ◽  
Vol 146 (1) ◽  
pp. 349-371 ◽  
Author(s):  
Mathias Hoffmann ◽  
Rahel Suter
Keyword(s):  
Exchange Rate ◽  
Swiss Franc ◽  
Uncovered Interest Parity ◽  
Interest Parity

scholarly journals Uncovered Interest Parity, Forward Guidance and the Exchange Rate

2020 ◽  
Vol 52 (S2) ◽  
pp. 465-496
Author(s):  
JORDI GALí
Keyword(s):  
Exchange Rate ◽  
Uncovered Interest Parity ◽  
Forward Guidance ◽  
Interest Parity ◽  
The Exchange Rate

Uncovered interest parity with fundamentals: a Brazilian exchange rate forecast model

2002 ◽  
pp. 191-207
Author(s):  
Marcelo Kfoury Muinhos ◽  
Paulo Springer de Freitas ◽  
Fabio Araujo
Keyword(s):  
Exchange Rate ◽  
Forecast Model ◽  
Uncovered Interest Parity ◽  
Interest Parity ◽  
Exchange Rate Forecast

scholarly journals The uncovered interest parity puzzle, exchange rate forecasting, and Taylor rules

2019 ◽  
Vol 95 ◽  
pp. 317-331 ◽  
Author(s):  
Charles Engel ◽  
Dohyeon Lee ◽  
Chang Liu ◽  
Chenxin Liu ◽  
Steve Pak Yeung Wu
Keyword(s):  
Exchange Rate ◽  
Uncovered Interest Parity ◽  
Exchange Rate Forecasting ◽  
Taylor Rules ◽  
Interest Parity

scholarly journals Testing the interest-parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market, 1869–1906

2019 ◽  
Vol 26 (1) ◽  
pp. 21-42 ◽  
Author(s):  
Nils Herger
Keyword(s):  
Exchange Rate ◽  
Exchange Rates ◽  
Financial Market ◽  
Close Correlation ◽  
Uncovered Interest Parity ◽  
Indian Rupee ◽  
Interest Parity ◽  
Default Risks ◽  
Exchange Rate Changes ◽  
Parity Condition

Following the pioneering work of Irving Fisher, this article assesses the uncovered interest-parity (UIP) condition by comparing Indian interest and exchange rates during the 1869 to 1906 period. The Indian case provides a good example of the UIP condition, since Indian rupee and sterling bonds were simultaneously traded in the London financial market and subject to negligible default risks. Large deviations from the UIP condition arose when India suffered from pervasive levels of uncertainty about the future of its silver-based currency system. Otherwise, a relatively close correlation arises between sterling-to-rupee interest-rate differences and exchange-rate changes.

Regime switches in exchange rate volatility and uncovered interest parity

2011 ◽  
Vol 30 (7) ◽  
pp. 1436-1450 ◽  
Author(s):  
Hibiki Ichiue ◽  
Kentaro Koyama
Keyword(s):  
Exchange Rate ◽  
Exchange Rate Volatility ◽  
Uncovered Interest Parity ◽  
Interest Parity

scholarly journals Uncovered interest parity and the USD/COP exchange rate

2003 ◽  
Author(s):  
Peter Rowland
Keyword(s):  
Exchange Rate ◽  
Uncovered Interest Parity ◽  
Interest Parity
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