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Testing for long horizon UIP using PPP-based exchange rate expectations

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  • Berk, Jan Marc
  • Knot, Klaas H. W.

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  • Berk, Jan Marc & Knot, Klaas H. W., 2001. "Testing for long horizon UIP using PPP-based exchange rate expectations," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 377-391, February.
    • Handle: RePEc:eee:jbfina:v:25:y:2001:i:2:p:377-391
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    14. Guy Meredith & Menzie D. Chinn, 1998. "Long-Horizon Uncovered Interest Rate Parity," NBER Working Papers 6797, National Bureau of Economic Research, Inc.
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