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

Basic class information

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
2 4 ECONOMICS//POLITICAL SCIENCE//EDUCATION & EDUCATIONAL RESEARCH 1996300
227 3       ECONOMICS//MONETARY POLICY//ECON 48842
20 2             ECONOMICS//MONETARY POLICY//JOURNAL OF INTERNATIONAL MONEY AND FINANCE 36548
7139 1                   CARRY TRADE//UNCOVERED INTEREST PARITY//FORWARD PREMIUM PUZZLE 1428

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 CARRY TRADE authKW 639594 3% 71% 41
2 UNCOVERED INTEREST PARITY authKW 569492 3% 65% 40
3 FORWARD PREMIUM PUZZLE authKW 449012 2% 88% 23
4 EXCHANGE RATES authKW 402334 12% 11% 168
5 JOURNAL OF INTERNATIONAL MONEY AND FINANCE journal 361851 13% 9% 186
6 COVERED INTEREST PARITY authKW 303704 1% 81% 17
7 UNCOVERED INTEREST RATE PARITY authKW 284519 1% 68% 19
8 MONETARY MODEL authKW 267486 1% 61% 20
9 FORWARD PREMIUM ANOMALY authKW 264827 1% 100% 12
10 EXCHANGE RATE MODELS authKW 137501 1% 69% 9

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Business, Finance 86959 37% 1% 526
2 Economics 74602 77% 0% 1101
3 Social Sciences, Mathematical Methods 2593 5% 0% 77
4 International Relations 1132 4% 0% 57
5 Management 220 3% 0% 45
6 Business 61 2% 0% 22
7 Statistics & Probability 52 2% 0% 29
8 Planning & Development 21 1% 0% 10
9 Mathematics, Interdisciplinary Applications 19 1% 0% 19
10 Political Science 15 1% 0% 14

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 AXA INVESTMENT MANAGERS 44138 0% 100% 2
2 JOHN B LILLIAN E NEFF ENDOWED CHAIR FINANCE 44138 0% 100% 2
3 E2 29424 0% 67% 2
4 BALANCE SHEET MEASUREMENT 22069 0% 100% 1
5 BETABUR ECON THEOR PL SCI ECON GEST 22069 0% 100% 1
6 CHAIR PL MACROECON 22069 0% 100% 1
7 CHINA MERCHANTS GRP 22069 0% 100% 1
8 CNRS 2148 22069 0% 100% 1
9 COMMOD MARKETS BEHAV DECIS 22069 0% 100% 1
10 COMP SCI ARTIFICIAL INTELLIGENCEETS INGN 22069 0% 100% 1

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF INTERNATIONAL MONEY AND FINANCE 361851 13% 9% 186
2 JOURNAL OF INTERNATIONAL ECONOMICS 37236 4% 3% 60
3 INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS 32385 2% 5% 27
4 WELTWIRTSCHAFTLICHES ARCHIV-REVIEW OF WORLD ECONOMICS 27278 2% 4% 33
5 JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY 17339 1% 4% 20
6 JOURNAL OF MONEY CREDIT AND BANKING 12142 2% 2% 35
7 ECONOMICS LETTERS 11575 5% 1% 72
8 MANCHESTER SCHOOL OF ECONOMIC AND SOCIAL STUDIES 10814 1% 4% 14
9 INTERNATIONAL MONETARY FUND STAFF PAPERS 10751 1% 3% 16
10 APPLIED ECONOMICS 10711 4% 1% 61

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 CARRY TRADE 639594 3% 71% 41 Search CARRY+TRADE Search CARRY+TRADE
2 UNCOVERED INTEREST PARITY 569492 3% 65% 40 Search UNCOVERED+INTEREST+PARITY Search UNCOVERED+INTEREST+PARITY
3 FORWARD PREMIUM PUZZLE 449012 2% 88% 23 Search FORWARD+PREMIUM+PUZZLE Search FORWARD+PREMIUM+PUZZLE
4 EXCHANGE RATES 402334 12% 11% 168 Search EXCHANGE+RATES Search EXCHANGE+RATES
5 COVERED INTEREST PARITY 303704 1% 81% 17 Search COVERED+INTEREST+PARITY Search COVERED+INTEREST+PARITY
6 UNCOVERED INTEREST RATE PARITY 284519 1% 68% 19 Search UNCOVERED+INTEREST+RATE+PARITY Search UNCOVERED+INTEREST+RATE+PARITY
7 MONETARY MODEL 267486 1% 61% 20 Search MONETARY+MODEL Search MONETARY+MODEL
8 FORWARD PREMIUM ANOMALY 264827 1% 100% 12 Search FORWARD+PREMIUM+ANOMALY Search FORWARD+PREMIUM+ANOMALY
9 EXCHANGE RATE MODELS 137501 1% 69% 9 Search EXCHANGE+RATE+MODELS Search EXCHANGE+RATE+MODELS
10 FOREIGN EXCHANGE RISK PREMIUM 113496 0% 86% 6 Search FOREIGN+EXCHANGE+RISK+PREMIUM Search FOREIGN+EXCHANGE+RISK+PREMIUM

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.

Classes with closest relation at Level 1



rank cluster_id2 link
1 23700 FOREIGN EXCHANGE INTERVENTION//CENTRAL BANK INTERVENTION//EXCHANGE MARKET PRESSURE
2 3273 PURCHASING POWER PARITY//REAL EXCHANGE RATE//PANEL UNIT ROOT TESTS
3 14371 TECHNICAL ANALYSIS//TECHNICAL TRADING RULES//TRADING RULES
4 10346 JOURNAL OF MACROECONOMICS//NOMINAL MONETARY AGGREGATES//ECONOMICS
5 18103 RATIONAL BUBBLES//PERIODICALLY COLLAPSING BUBBLES//MILDLY EXPLOSIVE PROCESSES
6 11327 FORECAST EVALUATION//SURVEY OF PROFESSIONAL FORECASTERS//DATA REVISIONS
7 336 UNIT ROOT//COINTEGRATION//UNIT ROOT TEST
8 36634 DISCRETE TIME REPRESENTATION//NEW KEYNESIAN MACROECONOMETRICS//CONTINUOUS TIME ECONOMETRICS
9 22326 FISHER EFFECT//REAL INTEREST RATE//LONG RUN NEUTRALITY
10 6785 EQUITY PREMIUM//LONG RUN RISK//EQUITY PREMIUM PUZZLE

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