Uncovered interest parity and policy behavior: New evidence

DOI10.1016/S0165-1765(00)00290-1zbMath0963.91076MaRDI QIDQ1583178

R. Smith

Publication date: 26 October 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

uncovered interest paritypolicy behavior

Mathematics Subject Classification ID

History, political science (91F10)

Related Items (2)

A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium ⋮ Another look at the uncovered interest rate parity: have we missed the fundamentals?

Cites Work

• EMS exchange rate expectations and time-varying risk premia
• The revival of the expectations hypothesis of the US term structure of interest rates
• The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction

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