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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| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
1998.
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| Serie: | IMF Working Papers; Working Paper ;
No. 1998/117 |
| Länkar: | Full text available on IMF |