Cover Image

The term structure of UIP: evidence from survey data

This note focuses on uncovered interest parity (UIP) in the short and medium run using survey-based exchange rate expectations. Analysing the major world currencies over the period 1985-1998 the paper finds that the validity of the UIP relation increases with the term of the investment, thereby supporting the theoretical notions developed by literature.
Year of publication:
2001
Authors: Berk, Jan Marc ; Knot, Klaas
Published in:
Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 8.2001, 7, p. 459-462
Publisher: Taylor & Francis Journals
Extent:
text/html
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10009207707
Similar items by person