Long-Horizon Uncovered Interest Rate Parity
收藏NBER1998-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6797
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资源简介：
Uncovered interest parity (UIP) has been almost universally rejected in studies of exchange rate movements, although there is little consensus on why it fails. In contrast to previous studies, which have used relatively short-horizon data, we test UIP using interest rates on longer-maturity bonds
提供机构：
美国国家经济研究局
创建时间：
1998-11-01
