Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s
Abstract
This Paper tests for uncovered interest parity (UIP) using daily data for twenty-three developing and developed countries through the crisis-strewn 1990s. We find that UIP works better on average in the 1990s than in previous eras in the sense that the slope coefficient from a regression of exchange rate changes on interest differentials yields a positive coefficient (which is sometimes insignificantly different from unity). UIP works systematically worse for fixed and flexible exchange rate countries than for crisis countries, but we find no significant differences between rich and poor countries. Finally, we find evidence that varies considerably across countries and time, but is usually weakly consistent with an effective âinterest rate defenseâ of the exchange rate.(This abstract was borrowed from another version of this item.)
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Paper provided by International Monetary Fund in its series IMF Working Papers with number 01/207.Length: 32
Date of creation: 01 Dec 2001
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Handle: RePEc:imf:imfwpa:01/207
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Related research
Keywords:Other versions of this item:
- Flood, Robert P & Rose, Andrew K, 2001. "Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s," CEPR Discussion Papers 2943, C.E.P.R. Discussion Papers.
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-16 (All new papers)
References
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- George Bagdatoglou & Alexandros Kontonikas, 2009.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks,"
Working Papers
2009_17, Business School - Economics, University of Glasgow.
- George Bagdatoglou & Alexandros Kontonikas, 2011. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," Review of International Economics, Wiley Blackwell, vol. 19(4), pages 718-727, 09.
- Bagdatoglou, George & Kontonikas, Alexandros, 2009. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," SIRE Discussion Papers 2009-23, Scottish Institute for Research in Economics (SIRE).
- Arnaud Mehl & Lorenzo Cappiello, 2007. "Uncovered interest oparity at distant horizons - evidence on emerging economies & nonlinearities," Working Paper Series 801, European Central Bank.
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