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...
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| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2004.
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| Series: | IMF Staff Papers; IMF Staff Papers ;
No. 2004/003 |
| Online Access: | Full text available on IMF |