Testing for the uncovered interest parity using distributions implied by FX options
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|Date of creation:||27 Sep 2004|
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References listed on IDEAS
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- Menzie D. Chinn & Guy Meredith, 2005. "Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era," NBER Working Papers 11077, National Bureau of Economic Research, Inc.
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