Betting Against Uncovered Interest Rate Parity
D I S S E R T A T I O N
of the University of St. Gallen,
Graduate School … uncovered interest rate parity
UZP Ungedeckte Zinsparit¨at
VAR vector autoregression
VIX Chicago Board Option Exchange … increases as the CHF depre-
ciates. If uncovered interest rate parity (UIP) held, it would not be possible to
exploit interest …