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Testing the uncovered interest parity using traded volatility, a time-varying risk premium and heterogeneous expectations. (2006). Sarantis, Nicholas .
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:25:y:2006:i:7:p:1168-1186.

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  1. Exchange rate fluctuations and interest rate policy. (2022). Lee, Chien-Chiang ; Liu, Tieying.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3531-3549.

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  2. Can policy shifts explain the forward discount puzzle?. (2019). Ogrokhina, Olena ; Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1534-4.

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  3. Predicting foreign investors’ carry trade activity in the Israeli FX market using a time-varying currency risk premium approach. (2019). Mantzura, Ariel ; Schreiber, Ben Z.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:438-457.

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  4. The validity of uncovered interest parity: Evidence from african members and non-member of the organisation of petroleum exporting countries (OPEC). (2019). Ogebe, Joseph O ; Adewuyi, Adeolu O.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:82:y:2019:i:c:p:229-249.

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  5. Testing the interest parity condition with Irving Fishers example of Indian rupee and sterling bonds in the London financial market (1869 - 1906). (2017). Herger, Nils.
    In: Working Papers.
    RePEc:szg:worpap:1704.

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  6. Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. (2015). Wohar, Mark ; Kellard, Neil ; Jiang, Ying.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:56:y:2015:i:c:p:36-54.

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  7. Insured Uncovered Interest Parity. (2013). Wald, John K ; Tse, Yiuman.
    In: Working Papers.
    RePEc:tsa:wpaper:0172fin.

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  8. The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis. (2013). Nath, Golaka .
    In: MPRA Paper.
    RePEc:pra:mprapa:51591.

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  9. Insured uncovered interest parity. (2013). Wald, John K. ; Tse, Yiuman.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:10:y:2013:i:4:p:175-183.

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  10. Monetary Policy Shifts and the Forward Discount Puzzle. (2013). Nikolsko-Rzhevskyy, Alex ; Jetter, Michael.
    In: DOCUMENTOS DE TRABAJO CIEF.
    RePEc:col:000122:010729.

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  11. The nexus between exchange rates and stock markets: evidence from the euro-dollar rate and composite European stock indices using rolling analysis. (2012). Paleologou, Suzanna ; Mylonidis, Nikolaos ; Kollias, Christos ; Suzanna- Maria Paleologou, .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:36:y:2012:i:1:p:136-147.

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  12. What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt0zk6t2hj.

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  13. A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE. (2011). Pippenger, John .
    In: University of California at Santa Barbara, Economics Working Paper Series.
    RePEc:cdl:ucsbec:qt5gq9z4j0.

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  14. Does the uncovered interest parity hold in short horizons?. (2010). KORAP, LEVENT ; Aslan, Ozgur .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:4:p:361-365.

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  15. Uncovered interest parity puzzle: does it really exist?. (2010). Mylonidis, Nikolaos ; Semertzidou, Maria .
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:10:p:1023-1026.

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  16. Foreign exchange, fractional cointegration and the implied-realized volatility relation. (2010). Kellard, Neil ; Dunis, Christian ; Sarantis, Nicholas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:882-891.

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  17. Forward premium puzzle and term structure of interest rates: the case of New Zealand. (2010). Silva, Carmen Gloria .
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:570.

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  18. Can exchange rate volatility explain persistence in the forward premium?. (2008). Kellard, Neil ; Sarantis, Nicholas .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:4:p:714-728.

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