The term structure of UIP: evidence from survey data

Jan Marc Berk and Klaas Knot

Applied Economics Letters, 2001, vol. 8, issue 7, 459-462

Abstract: This note focuses on uncovered interest parity (UIP) in the short and medium run using survey-based exchange rate expectations. Analysing the major world currencies over the period 1985-1998 the paper finds that the validity of the UIP relation increases with the term of the investment, thereby supporting the theoretical notions developed by literature.

Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:8:y:2001:i:7:p:459-462

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DOI: 10.1080/13504850010004036

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