Uncovered Interest Rate Parity and the Term Structure
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This paper examines uncovered interest rate parity (UIRP) and the expectations hypotheses of the term structure (EHTS) at both short and long horizons. The statistical evidence against UIRP is mixed and is currency- not horizon-dependent. Economically, the deviations from UIRP are less pronounced
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美国国家经济研究局创建时间：
2002-02-01
