Uncovered interest parity and policy behavior: New evidence

DOI10.1016/S0165-1765(00)00290-1MaRDI QIDQ1583178zbMATH OpenFDO

Authors R. Smith

Publication date 26 October 2000

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(00)00290-1

zbMATH Keywords

policy behavioruncovered interest parity

Mathematics Subject Classification ID

History, political science (91F10)

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Cites work

• EMS exchange rate expectations and time-varying risk premia
• The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction
• The revival of the expectations hypothesis of the US term structure of interest rates

Cited in

(4)

• A panel data analysis of uncovered interest parity and time-varying risk premium
• A new \& simple model of currency crisis: bifurcations and the emergence of a bad equilibrium
• Uncovered interest parity and monetary policy near and far from the zero lower bound
• Another look at the uncovered interest rate parity: have we missed the fundamentals?

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