Availability: Testing uncovered interest parity at short and long horizons

Testing uncovered interest parity at short and long horizons:

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Bibliographic Details
Main Authors:	Chinn, Menzie David (Author), Meredith, Guy (Author)
Format:	Book
Language:	English
Published:	Hamburg Inst. of Internat. Economics, Öffentlichkeitsarbeit] 2000
Series:	HWWA discussion paper 102
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009118502&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Item Description:	Literaturverz. S. 28 - 31
Physical Description:	40 S. graph. Darst.

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MARC


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Record in the Search Index

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adam_text	Contents Abstract 6 Zusammenfassung 1. INTRODUCTION 7 2. A Review of the UIP Hypothesis and Short Horizon Evidence 9 â€ž 14 3. LONG HORIZON ESTIMATES 90 4. EXPLAINING THE RESULTS ECONOMETRICALLY 5. EXTENDING THE RESULTS 25 6. CONCLUSIONS 28 REFERENCES List of Figures and Tables Figure 1: Ex post pound/dollar 10 year depreciation (annualized), and benchmark and constant maturity interest differentials (lagged) 32 Table 1: Estimates of p Table 2: Long Horizon Tests of Uncovered Interest Parity Table 3: Johansen Cointegration Test Results Table 4: Estimates of P Using the Deutschemark as the Base Currency 38 Table 5: Long Horizon Tests of Uncovered Interest Parity Using the Deutschemark ^ as the Base Currency 5
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language	English
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spellingShingle	Chinn, Menzie David Meredith, Guy Testing uncovered interest parity at short and long horizons HWWA discussion paper
title	Testing uncovered interest parity at short and long horizons
title_auth	Testing uncovered interest parity at short and long horizons
title_exact_search	Testing uncovered interest parity at short and long horizons
title_full	Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy]
title_fullStr	Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy]
title_full_unstemmed	Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy]
title_short	Testing uncovered interest parity at short and long horizons
title_sort	testing uncovered interest parity at short and long horizons
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009118502&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV014901267
work_keys_str_mv	AT chinnmenziedavid testinguncoveredinterestparityatshortandlonghorizons AT meredithguy testinguncoveredinterestparityatshortandlonghorizons

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