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Liquidity Premia and Interest Rate Parity. (2014). Schabert, Andreas ; Linnemann, Ludger .
In: Working Paper Series in Economics.
RePEc:kls:series:0078.

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  8. Eichenbaum, M. and C.L. Evans, 1995, Some Empirical Evidence on the Eects of Shocks to Monetary Policy on Exchange Rates, Quarterly Journal of Economics 110, 975-1009.

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  18. Longsta, F., 2004, The Flight-To-Liquidity Premium in U.S. Treasury Bond Prices, Journal of Business 77, 511-526.
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  19. Mehra, Y.P. and B.D. Minton, 2007, A Taylor Rule and the Greenspan Era, Federal Reserve Bank of Richmond Economic Quarterly 93, 229– 250.
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  23. Scholl, A. and H. Uhlig, 2008, New evidence on the puzzles: Results from agnostic identi…cation on monetary policy and exchange rates, Journal of International Economics, 1-13.

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