Another look at the uncovered interest rate parity: have we missed the fundamentals?

DOI10.1016/J.ECONLET.2012.04.032zbMath1253.91171OpenAlexW3124163198MaRDI QIDQ694926

Tomasz Piotr Wisniewski, Emmanuel V. Pikoulakis

Publication date: 19 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.04.032

zbMATH Keywords

exchange ratesCCAPMuncovered interest rate parity

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)

Cites Work

• Uncovered interest parity and policy behavior: New evidence

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