Interest parity at short and long horizons

Menzie Chinn and Guy Meredith

No 2000,44, SFB 373 Discussion Papers from Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes

Abstract: The unbiasedness hypothesis

Keywords: the; joint; hypothesis; of; uncovered; interest; parity; (UIP); and; rational; expectations (search for similar items in EconPapers)
JEL-codes: F21 F31 F41 (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (10)

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