IMF Staff Papers : Volume 49: Special Issue: IMF Annual Research Conference.
This paper reports for uncovered interest parity (UIP) using daily data for 23 developing and developed countries during the crisis-strewn 1990s. UIP is a classic topic of international finance, a critical building block of most theoretical models, and a dismal empirical failure. UIP states that the...
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| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
2002.
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| Series: | IMF Staff Papers; IMF Staff Papers ;
No. 2002/005 |
| Online Access: | Full text available on IMF |