Does the uncovered interest parity hold in short horizons?
Author:
Affiliation:
1. a Department of Economics , Istanbul University , 34452, Beyazıt, Istanbul, Turkey
2. b Marmara University , Bahcelievler/Incirli, Turkey
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504850701735781
Reference20 articles.
1. The forward premium anomaly is not as bad as you think
2. Uncovered interest parity with switching regimes
3. An alternative approach to testing uncovered interest parity
4. Uncovered interest parity and policy behavior: new evidence
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