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Rate of Return Parity in Experimental Asset Markets. (2004). Mestelman, Stuart ; Childs, Jason.
In: McMaster Experimental Economics Laboratory Publications.
RePEc:mcm:mceelp:2004-07.

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  1. Aysuso, J. and F. Restoy, 1996. Interest Rate Parity and Foreign Exchange Risk Premia in the ERM. Journal of International Money and Finance 15(3) p. 337-368.

  2. Benzion, U., A. Granot, and J. Yagil. 1994. An Experimental Study Of The IRP, PPP, and Fisher Theorems. Journal of Economic Psychology 15: 637-649.
    Paper not yet in RePEc: Add citation now

  3. De Long, J. D., A. Shleifer, L. Summers, and R. Waldmann, 1990. Noise Trader Risk in Financial Markets. Journal of Political Economy 98(4) p. 703.

  4. Dutton, M., 1993, Real Interest Rate Parity, New Measures And Tests. Journal of International Money and Finance, 12(1): .62-77.

  5. Franchot, A. 1996. A Reexamination Of The Uncovered Interest Rate Parity Hypothesis. Journal of International Money and Finance 15(3) p. 419-437.

  6. Friedman, D. and S. Sunder, 1994. Experimental Methods. Cambridge University Press: New York, New York.

  7. Froot, K. A and J.A. Frankel. 1989. Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations. NBER Reprints 1163, National Bureau of Economic Research Inc.

  8. Gregory, A., 1987. Testing Interest Rate Parity And Rational Expectations For Canada And The United States. Canadian Journal of Economics, 20(2): 289-305.

  9. Mayfield, E. S. and R. G. Murphy. 1992. Interest Rate Parity And The Exchange Risk Premium. Evidence From Panel Data. Economics Letters 40(3): 319-324.

  10. Obstfeld, M. and K. Rogoff. 2000. The Six Major Puzzles in International Macroeconomics: Is There a Common Cause? NBER Working Paper 7777.

  11. Plott, C. R. and V. L. Smith (editors). 2005. The Handbook of Experimental Economics Results. Elsevier. forthcoming.

  12. Smith, V., G. Suchanek, and A. Williams. 1988. Bubbles, Crashes and Endogenous Expectations In Experimental Spot Asset Markets. Econometrica 56(5): 1119-1151.

  13. Sunder, S. 1995. Experimental Asset Markets: A Survey. in The Handbook of Experimental Economics. J. Kagel and A. Roth (editors). Princeton University Press Princeton, N.J.

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    Full description at Econpapers || Download paper

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