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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Xehetasun bibliografikoak
Egile nagusia: Tanner, Evan
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 1998.
Saila:IMF Working Papers; Working Paper ; No. 1998/117
Sarrera elektronikoa:Full text available on IMF