Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture

By D. Peel, Mark P. Taylor. 2002

117 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/16d8d0cf4b843addd9672646d7049eb0d62f4748

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Lucio Sarno
2. Mark P. Taylor
3. B. Hansen
4. Xinyu Zhang
5. David E. Rapach
6. Lukas Menkhoff
7. Achim Zeileis
8. Liangjun Su

Citations in the corpus

• Purchasing Power Parity and the Real Exchange Rate (2001, background): “Early studies taking this approach include, among others, Roll (1979), Adler and Lehmann (1983), Hakkio (1984), Edison (1985), Frankel (1986), Huizinga (1987), and Meese and Rogoff (1988).”
• Threshold autoregression in economics (2011, methodology): “A broad-based empirical investigation of PPP across exchange rates and sectors using TAR models was done by Sarno, Taylor and Chowdhury [70].”