Long Horizon Uncovered Interest Parity Re-Assessed
收藏NBER2012-10-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w18482
下载链接
链接失效反馈官方服务:
资源简介:
We review the evidence for both short and long horizon uncovered interest parity (UIP) and rational expectations over the period up to 2011, extending the sample examined in Chinn and Meredith (2004) by nearly a decade. We find that the joint hypothesis of UIP and rational expectations (known as the
提供机构:
美国国家经济研究局
创建时间:
2012-10-01



