A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar
收藏NBER2021-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28420
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资源简介：
We re-examine the time-series evidence for failures of uncovered interest rate parity on short-term deposits for the U.S. dollar versus major currencies of developed countries at short-, medium- and long-horizons. The evidence that interest rate differentials predict foreign exchange risk premiums
提供机构：
美国国家经济研究局
创建时间：
2021-02-01
