National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Testing for uncovered interest rate parity: any unfinished business?
Cincibuch, Martin ; Vávra, David
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.

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