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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Tanner, Evan
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 1998.
Loạt:IMF Working Papers; Working Paper ; No. 1998/117
Truy cập trực tuyến:Full text available on IMF