Original title: Testing for uncovered interest rate parity: any unfinished business?
Authors: Cincibuch, Martin ; Vávra, David
Document type: Research reports
Year: 2000
Language: eng
Series: CERGE-EI discussion paper series., volume: 38
Abstract: We hypothesize that the rejection of the UIP using conventional methods may stem from unnecessarily restrictive assumptions traditionally imposed on distribution of exchange rate expectations and we illustrate the potential power of less restrictive methods of UIP testing.
Keywords: interest rate; modeling; modelářství; úroková míra
Project no.: GA402/00/0814 (CEP), CEZ:MSM 116200001
Funding provider: GA ČR

Institution: Economics Institute AS ČR (web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences.
Original record: http://hdl.handle.net/11104/0053157

Permalink: http://www.nusl.cz/ntk/nusl-23552


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Research > Institutes ASCR > Economics Institute
Reports > Research reports