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Applied Economics Letters Volume 2, 1995 - Issue 12
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Original Articles

An alternative approach to testing uncovered interest parity

Razzaque H. Bhatti
&
Imad A. Moosa
Pages 478-481 | Published online: 05 Oct 2010

Citations (9)

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Read on this site (2)

Özgür Aslan & H. Levent Korap. (2010) Does the uncovered interest parity hold in short horizons?. Applied Economics Letters 17:4, pages 361-365.
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Bing Han. (2004) Is the forward premium puzzle universal?. Applied Economics Letters 11:2, pages 131-134.
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Articles from other publishers (7)

Paulo Ferreira & Ladislav Kristoufek. (2020) Uncovered interest rate parity through the lens of fractal methods: Evidence from the European Union. Physica A: Statistical Mechanics and its Applications 553, pages 124257.
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Razzaque H. Bhatti. (2014) The existence of uncovered interest parity in the CIS countries. Economic Modelling 40, pages 227-241.
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Kin-Boon Tang. (2011) The precise form of uncovered interest parity: A heterogeneous panel application in ASEAN-5 countries. Economic Modelling 28:1-2, pages 568-573.
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ROBERT J. ELLIOTT & BING HAN. (2011) A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE. International Journal of Theoretical and Applied Finance 09:07, pages 1009-1020.
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Bruce Felmingham & SuSan Leong. (2005) Parity conditions and the efficiency of the Australian 90- and 180-day forward markets. Review of Financial Economics 14:2, pages 127-145.
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Hong-Ghi Min, Judith A McDonald & Jaeyong Choung. (2003) Dynamic capital mobility, capital-market risk, and contagion: evidence from seven Asian countries. Japan and the World Economy 15:2, pages 161-183.
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Thomas C. Chiang & Doseong Kim. (2000) Short-term eurocurrency rate behavior and specifications of cointegrating processes. International Review of Economics & Finance 9:2, pages 157-179.
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