48
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Does Ex post uncovered interest differential reflect the degrees of capital mobility?

Pages 97-102 | Published online: 06 Oct 2010

References

  • Cheung , Y. 1993 . Exchange rate risk premiums . Journal of International Money and Finance , 12 : 182 – 194 .
  • Frankel , J. A. 1988 . “ International capital mobility and exchange rate volatility ” . In International Payments Imbalances in the 1980's , Edited by: Fieleke , N. 162 – 188 . Boston : Federal Reserve Bank of Boston .
  • Frankel , J. A. 1993 . “ Quantifying international capital mobility in the 1980s ” . In On Exchange Rates , 41 – 69 . Cambridge, Mass : MIT Press .
  • Frankel , J. A. and Rose , A K. 1995 . “ An empirical characterization of nominal exchange rates ” . In The Handbook of International Economics , Edited by: Grossman , G. and Rogoff , K. 1689 – 1729 . Amsterdam : North Holland .
  • Frenkel , J. A and Levich , R. M. 1975 . Covered interest arbitrage: unexploited profits? . Journal of Political Economy , 83 : 325 – 338 .
  • Frenkel , J. A and Levich , R. M. 1977 . Transaction costs and interest arbitrage: tranquil versus turbulent periods . Journal of Political Economy , 85 : 1209 – 1226 .
  • Liu , P. and Maddala , G. S. 1992 . Rationality of survey data and tests for market efficiency in the foreign exchange markets . Journal of International Money and Finance , 11 : 366 – 381 .
  • Newey , W. and West , K. 1987 . A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix . Econometrica , 55 : 703 – 708 .
  • Schwert , G. W. 1987 . Effects of model specification on tests for unit roots in macroeconomic data . Journal of Monetary Economics , 20 : 73 – 103 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.