Uncovered Interest Parity
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- Ozgur Aslan & H. Levent Korap, 2010.
"Does the uncovered interest parity hold in short horizons?,"
Applied Economics Letters,
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- repec:eid:wpaper:02/11 is not listed on IDEAS
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- Loring, Grace & Lucey, Brian, 2013. "An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?," Emerging Markets Review, Elsevier, vol. 17(C), pages 14-28.
- Rodrigo Caputo G. & Marco Núñez N. & Rodrigo O. Valdés P., 2008. "Exchange Rate Analysis in Practice," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 61-91, April.
More about this item
KeywordsExchange rates; Interest arbitrage; Interest parity; International finance; Interest rates; unbiasedness hypothesis; exchange risk premium; exchange rate; foreign exchange; exchange rate expectations; spot exchange rate; Open Economy Macroeconomics;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-05 (All new papers)
- NEP-CBA-2006-08-05 (Central Banking)
- NEP-FMK-2006-08-05 (Financial Markets)
- NEP-IFN-2006-08-05 (International Finance)
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