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...

詳細記述

書誌詳細
第一著者: Rose, Andrew
その他の著者: Flood, Robert
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2001.
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

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