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...
| 主要作者: | |
|---|---|
| 格式: | 雜誌 |
| 語言: | English |
| 出版: |
Washington, D.C. :
International Monetary Fund,
1998.
|
| 叢編: | IMF Working Papers; Working Paper ;
No. 1998/117 |
| 在線閱讀: | Full text available on IMF |