Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity

1991 ◽  
Vol 58 (3) ◽  
pp. 587 ◽  
Author(s):  
Thomas H. McCurdy ◽  
Ieuan G. Morgan
Keyword(s):  
Interest Rate ◽  
Systematic Risk ◽  
Interest Rate Parity ◽  
Uncovered Interest Rate Parity ◽  
Rate Parity

scholarly journals Emerging market liberalization and the impact on uncovered interest rate parity

2002 ◽  
Vol 21 (6) ◽  
pp. 931-956 ◽  
Author(s):  
Bill B. Francis ◽  
Iftekhar Hasan ◽  
Delroy M. Hunter
Keyword(s):  
Interest Rate ◽  
Emerging Market ◽  
Market Liberalization ◽  
Interest Rate Parity ◽  
Uncovered Interest Rate Parity ◽  
Rate Parity ◽  
The Impact

Violations of Uncovered Interest Rate Parity and International Exchange Rate Dependences

2015 ◽  
Author(s):  
Matthew Ames ◽  
Guillaume Bagnarosa ◽  
Gareth William Peters
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
International Exchange ◽  
Interest Rate Parity ◽  
Uncovered Interest Rate Parity ◽  
Rate Parity

Uncovered Interest Rate Parity: A Relation to Global Trade Risk

2015 ◽  
Author(s):  
Tamara Nunes ◽  
Andreea Piloiu
Keyword(s):  
Interest Rate ◽  
Global Trade ◽  
Interest Rate Parity ◽  
Uncovered Interest Rate Parity ◽  
Rate Parity
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