Search Results for uncovered interest parity

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We provide empirical evidence that deviations from uncovered interest rate parity (UIP) display...

Standard theory shows that sterilized foreign exchange interventions do not affect equilibrium...

The forward premium is a notoriously poor predictor of exchange rate movements. This failure must...

This paper introduces a theoretical framework for liquidity management under fixed exchange rate...

For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP)...

This paper investigates international co-movement in bond yields by testing for uncovered...