Deviations From Uncovered Interest Parity : A Global Guide to Where the Action Is /

Ex-post deviations from uncovered interest parity (UIP) - realized differences between dollar returns on identical assets of different currencies - equal the real interest differential plus real exchange rate growth. Among industrialized countries, UIP deviations are largely explained by unanticipat...

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מידע ביבליוגרפי
מחבר ראשי: Tanner, Evan
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 1998.
סדרה:IMF Working Papers; Working Paper ; No. 1998/117
גישה מקוונת:Full text available on IMF