Uncovered interest parity and behavior of interest differentials
We analyze the relationship between exchange returns and interest rate differentials through Uncovered Interest Parity (UIP). We use a sample of 83 countries for 1980-2015 period, organizing the information into a panel data structure. The fixed-effects regressions show that the UIP is not fulfilled...
Sábháilte in:
| Foilsithe in: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Príomhchruthaitheoirí: | , , , |
| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2020
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| Ábhair: | |
| Rochtain ar líne: | https://www.redalyc.org/articulo.oa?id=423765207002 https://www.redalyc.org/journal/4237/423765207002/ https://www.redalyc.org/journal/4237/423765207002/html/ https://www.redalyc.org/journal/4237/423765207002/423765207002.epub https://www.redalyc.org/journal/4237/423765207002/movil |
| Clibeanna: |
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
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