The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets

By M. Chinn. 2006

168 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c6a2e927be8f782cce19da232d6e9c4deaca5a1e

Citations in the corpus

• A Habit-Based Explanation of the Exchange Rate Risk Premium (2010, unknown): “See Engel (1996) and Chinn (2006) for surveys.”
• What Does the Yield Curve Tell Us about Exchange Rate Predictability? (2013, unknown): “33 Fama (1984) reports an average R2 of 0.01 for monthly data; see also Chinn (2006) and Chinn and Meredith (2004). data and whether the flexibility offered by the factor models is useful.”
• Forward and Spot Exchange Rates in a Multi-Currency World* (2018, unknown): “Papers that offer explicit models of either permanent or highly persistent asymmetries in currency risk premia include Hassan (2013), Martin (2012), and Govillot, Rey, and Gourinchas (2010), who focus on differences in country size, Maggiori (2013) and Caballero, Farhi, and Gourinchas (2008), who fo”