Long Horizon Uncovered Interest Parity Re-Assessed
收藏NBER2012-10-01 更新2025-01-04 收录
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https://www.nber.org/papers/w18482
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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
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美国国家经济研究局创建时间：
2012-10-01
