Forward and Spot Exchange Rates in a Multi-currency World
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Separate literatures study violations of uncovered interest parity (UIP) using regression-based and portfolio-based methods. We propose a decomposition of these violations into a cross-currency, a between-time-and-currency, and a cross-time component that allows us to analytically relate regression
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美国国家经济研究局创建时间：
2014-07-01
