Does Uncovered Interest Rate Parity Hold After All?

Muhammad Omer, Jakob de Haan and Bert Scholtens

Lahore Journal of Economics, 2019, vol. 24, issue 2, 49-72

Keywords: UIP; LIBOR; system SUR; system DGLS; system DOLS (search for similar items in EconPapers)
JEL-codes: F31 G12 G15 (search for similar items in EconPapers)
Date: 2019
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://lahoreschoolofeconomics.edu.pk/EconomicsJou ... %20Rate%20Parity.pdf (application/pdf)

Related works:
Working Paper: Does Uncovered Interest rate Parity Hold After All? (2013)
Working Paper: Does Uncovered Interest Rate Parity Hold After All? (2013)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:lje:journl:v:24:y:2019:i:2:p:49-72

Access Statistics for this article

More articles in Lahore Journal of Economics from Department of Economics, The Lahore School of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Shahid Salahuddin (shahidss@lahoreschool.edu.pk).