Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era
收藏NBER2005-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w11077
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资源简介：
The hypothesis that interest rate differentials are unbiased predictors of future exchange rate movements has been almost universally rejected in empirical studies. In contrast to previous studies, which have used short-horizon data, we test this hypothesis using interest rates on longer-maturity
提供机构：
美国国家经济研究局
创建时间：
2005-01-01
