IMF Staff Papers, Volume 51, No. 3.
This paper tests uncovered interest parity (UIP) using interest rates on longer maturity bonds for the Group of Seven countries. These long-horizon regressions yield much more support for UIP-all of the coefficients on interest differentials are of the correct sign, and almost all are closer to the...
| Ente Autore: | |
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| Natura: | Periodico |
| Lingua: | English |
| Pubblicazione: |
Washington, D.C. :
International Monetary Fund,
2004.
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| Serie: | IMF Staff Papers; IMF Staff Papers ;
No. 2004/003 |
| Accesso online: | Full text available on IMF |