Uncovered Interest Parity in Crisis : The Interest Rate Defense in the 1990s /
This paper tests for uncovered interest parity (UIP) using daily data for 23 developing and developed countries through the crisis-strewn 1990s. We find that UIP works better on average in the 1990s than in previous eras in the sense that the slope coefficient from a regression of exchange rate chan...
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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2001.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2001/207 |
| オンライン･アクセス: | Full text available on IMF |