Class information for:
Level 1: CARRY TRADE//UNCOVERED INTEREST PARITY//FORWARD PREMIUM PUZZLE

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
7789 1327 30.0 48%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
15 2             ECONOMICS//MONETARY POLICY//ECON 37620
7789 1                   CARRY TRADE//UNCOVERED INTEREST PARITY//FORWARD PREMIUM PUZZLE 1327

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 CARRY TRADE authKW 703223 3% 75% 41
2 UNCOVERED INTEREST PARITY authKW 533863 3% 63% 37
3 FORWARD PREMIUM PUZZLE authKW 441172 2% 91% 21
4 EXCHANGE RATES authKW 414172 12% 11% 163
5 JOURNAL OF INTERNATIONAL MONEY AND FINANCE journal 364575 14% 9% 180
6 MONETARY MODEL authKW 278883 2% 61% 20
7 UNCOVERED INTEREST RATE PARITY authKW 276098 1% 67% 18
8 COVERED INTEREST PARITY authKW 272471 1% 79% 15
9 FORWARD PREMIUM ANOMALY authKW 253101 1% 100% 11
10 EXCHANGE RATE FORECASTING authKW 145462 1% 45% 14

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with term
in class
1 Business, Finance 80819 37% 1% 487
2 Economics 68855 77% 0% 1018
3 Social Sciences, Mathematical Methods 2036 5% 0% 66
4 International Relations 987 4% 0% 51
5 Management 272 4% 0% 47
6 Business 48 1% 0% 19
7 Planning & Development 25 1% 0% 10
8 Statistics & Probability 23 2% 0% 21
9 Political Science 11 1% 0% 12
10 Mathematics, Interdisciplinary Applications 6 1% 0% 13

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 AXA INVESTMENT MANAGERS 46018 0% 100% 2
2 JOHN B LILLIAN E NEFF ENDOWED CHAIR FINANCE 46018 0% 100% 2
3 E2 30678 0% 67% 2
4 BALANCE SHEET MEASUREMENT 23009 0% 100% 1
5 CHAIR PL MACROECON 23009 0% 100% 1
6 CNRS 2148 23009 0% 100% 1
7 COMMOD MARKETS BEHAV DECIS 23009 0% 100% 1
8 COMP SCI ARTIFICIAL INTELLIGENCEETS INGN 23009 0% 100% 1
9 DEUT BANK GRP 23009 0% 100% 1
10 DIPARTMENTO STAT G PARENTI 23009 0% 100% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF INTERNATIONAL MONEY AND FINANCE 364575 14% 9% 180
2 INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS 39926 2% 6% 29
3 JOURNAL OF INTERNATIONAL ECONOMICS 34499 4% 3% 56
4 WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS 31999 3% 4% 35
5 JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 14550 1% 4% 17
6 MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES 12946 1% 4% 15
7 ECONOMICS LETTERS 12355 5% 1% 72
8 JOURNAL OF MONEY CREDIT AND BANKING 12191 3% 2% 34
9 JOURNAL OF FORECASTING 9040 2% 2% 22
10 INTERNATIONAL MONETARY FUND STAFF PAPERS 8579 1% 3% 14

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 CARRY TRADE 703223 3% 75% 41 Search CARRY+TRADE Search CARRY+TRADE
2 UNCOVERED INTEREST PARITY 533863 3% 63% 37 Search UNCOVERED+INTEREST+PARITY Search UNCOVERED+INTEREST+PARITY
3 FORWARD PREMIUM PUZZLE 441172 2% 91% 21 Search FORWARD+PREMIUM+PUZZLE Search FORWARD+PREMIUM+PUZZLE
4 EXCHANGE RATES 414172 12% 11% 163 Search EXCHANGE+RATES Search EXCHANGE+RATES
5 MONETARY MODEL 278883 2% 61% 20 Search MONETARY+MODEL Search MONETARY+MODEL
6 UNCOVERED INTEREST RATE PARITY 276098 1% 67% 18 Search UNCOVERED+INTEREST+RATE+PARITY Search UNCOVERED+INTEREST+RATE+PARITY
7 COVERED INTEREST PARITY 272471 1% 79% 15 Search COVERED+INTEREST+PARITY Search COVERED+INTEREST+PARITY
8 FORWARD PREMIUM ANOMALY 253101 1% 100% 11 Search FORWARD+PREMIUM+ANOMALY Search FORWARD+PREMIUM+ANOMALY
9 EXCHANGE RATE FORECASTING 145462 1% 45% 14 Search EXCHANGE+RATE+FORECASTING Search EXCHANGE+RATE+FORECASTING
10 EXCHANGE RATE MODELS 122710 1% 67% 8 Search EXCHANGE+RATE+MODELS Search EXCHANGE+RATE+MODELS

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 BHATTI, RH , (2014) THE EXISTENCE OF UNCOVERED INTEREST PARITY IN THE CIS COUNTRIES.ECONOMIC MODELLING. VOL. 40. ISSUE . P. 227 -241 52 73% 1
2 JONGEN, R , VERSCHOOR, WFC , WOLFF, CCP , (2008) FOREIGN EXCHANGE RATE EXPECTATIONS: SURVEY AND SYNTHESIS.JOURNAL OF ECONOMIC SURVEYS. VOL. 22. ISSUE 1. P. 140-165 44 75% 14
3 GROSSMANN, A , LEE, AA , SIMPSON, MW , (2014) FORWARD PREMIUM ANOMALY OF THE BRITISH POUND AND THE EURO.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. VOL. 34. ISSUE . P. 140 -156 31 91% 0
4 ROSSI, B , (2013) EXCHANGE RATE PREDICTABILITY.JOURNAL OF ECONOMIC LITERATURE. VOL. 51. ISSUE 4. P. 1063-1119 50 46% 25
5 LANSING, KJ , MA, J , (2017) EXPLAINING EXCHANGE RATE ANOMALIES IN A MODEL WITH TAYLOR-RULE FUNDAMENTALS AND CONSISTENT EXPECTATIONS.JOURNAL OF INTERNATIONAL MONEY AND FINANCE. VOL. 70. ISSUE . P. 62 -87 32 64% 0
6 MACDONALD, R , TAYLOR, MP , (1992) EXCHANGE-RATE ECONOMICS - A SURVEY.INTERNATIONAL MONETARY FUND STAFF PAPERS. VOL. 39. ISSUE 1. P. 1 -57 57 63% 126
7 SIMPSON, MW , GROSSMANN, A , (2014) AN EXAMINATION OF THE FORWARD PREDICTION ERROR OF US DOLLAR EXCHANGE RATES AND HOW THEY ARE RELATED TO BID-ASK SPREADS, PURCHASING POWER PARITY DISEQUILIBRIA, AND FORWARD PREMIUM ASYMMETRY.NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. VOL. 28. ISSUE . P. 221-238 29 69% 3
8 SNAITH, S , COAKLEY, J , KELLARD, N , (2013) DOES THE FORWARD PREMIUM PUZZLE DISAPPEAR OVER THE HORIZON?.JOURNAL OF BANKING & FINANCE. VOL. 37. ISSUE 9. P. 3681-3693 27 75% 1
9 PRAT, G , UCTUM, R , (2013) MODELING THE HORIZON-DEPENDENT EX-ANTE RISK PREMIUM IN THE FOREIGN EXCHANGE MARKET: EVIDENCE FROM SURVEY DATA.JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY. VOL. 23. ISSUE . P. 33-54 25 81% 0
10 BREEDON, F , RIME, D , VITALE, P , (2016) CARRY TRADES, ORDER FLOW, AND THE FORWARD BIAS PUZZLE.JOURNAL OF MONEY CREDIT AND BANKING. VOL. 48. ISSUE 6. P. 1113 -1134 26 67% 1

Classes with closest relation at Level 1


Rank Class id link
1 25306 FOREIGN EXCHANGE INTERVENTION//CENTRAL BANK INTERVENTION//BANK OF JAPAN
2 16650 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TECHNICAL TRADING
3 31708 GERMAN DOMINANCE//GERMAN DOMINANCE HYPOTHESIS//INTEREST RATE LINKAGES
4 56 PURCHASING POWER PARITY//UNIT ROOT//UNIT ROOT TEST
5 15942 CURRENT PARTIAL INFORMATION//DYNAMIC TWO COUNTRY MODEL//JOURNAL OF MACROECONOMICS
6 17806 RATIONAL BUBBLES//MILDLY EXPLOSIVE PROCESSES//PRESENT VALUE MODEL
7 10266 CURRENCY CRISES//GLOBAL GAMES//SPECULATIVE ATTACKS
8 10133 QUANTITATIVE EASING//CENTRAL BANK COMMUNICATION//UNCONVENTIONAL MONETARY POLICY
9 37013 CDF IN A CLOSED FORM//ECONOMETRIC ESTIMATORS//NONNORMAL AUTOCORRELATED DISTURBANCES
10 4383 FORECAST EVALUATION//INTERNATIONAL JOURNAL OF FORECASTING//MACROECONOMIC FORECASTING

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