Showing 1 - 4 of 4
No, not according to our data. Using a unique data set, we run panel regressions to test whether professional forecasters believe in uncovered interest rate parity (UIP). Specifically, we test whether the interest rate expectations for individual forecasters are in line with their exchange rate...
Persistent link: https://www.econbiz.de/10014427522
Persistent link: https://www.econbiz.de/10011929556
Not according to our data. We use two data sets to test whether professional forecasters follow uncovered interest rate parity (UIP) when making their exchange rate predictions both based on point prediction and direction. We find that professional forecasters generally do not follow UIP across...
Persistent link: https://www.econbiz.de/10015065298
Persistent link: https://www.econbiz.de/10012694726