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Uncovered Interest Parity1

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Source: Uncovered Interest Parity

Volume/Issue: 2006/96

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

ISBN: 9781451863567

Keywords: unbiasedness hypothesis, exchange risk premium, exchange rate, foreign exchange, exchange rate expectations, spot exchange rate, Open Economy Macroeconomics,

This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and dis...

Uncovered Interest Parity

Uncovered Interest Parity »

Volume/Issue: 2006/96

Series: IMF Working Papers

Author(s): Peter Isard

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

DOI: http://dx.doi.org/10.5089/9781451863567.001

ISBN: 9781451863567

Keywords: unbiasedness hypothesis, exchange risk premium, exchange rate, foreign exchange, exchange rate expectations, spot exchange rate, Open Economy Macroeconomics,

This paper provides an overview of the uncovered interest parity assumption. It traces the history of the interest parity concept, summarizes evidence on the empirical validity of uncovered interest parity, and dis...