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Persistent link: https://www.econbiz.de/10011387850
This paper tests for uncovered interest parity (UIP) using daily data for 23 developing and developed countries through the crisis-strewn 1990s. We find that UIP works better on average in the 1990s than in previous eras in the sense that the slope coefficient from a regression of exchange rate...
Persistent link: https://www.econbiz.de/10014401450