
Uncovered Interest Parity: It Works, But Not For Long
Author(s) -
Alain P. Chaboud,
Jonathan H. Wright
Publication year - 2003
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2003.752r
Subject(s) - interest rate parity , interest rate , currency , short interest ratio , differential (mechanical device) , economics , nominal interest rate , monetary economics , econometrics , international fisher effect , position (finance) , real interest rate , geography , finance , context (archaeology) , archaeology , engineering , aerospace engineering