47
Views
4
CrossRef citations to date
0
Altmetric
Original Articles

Does Ex post uncovered interest differential reflect the degrees of capital mobility?

Pages 97-102 | Published online: 06 Oct 2010
 

Abstract

This paper examines whether ex post uncovered interest differential between the US and the UK reflects the degrees of capital mobility over the time period 1973–92 by using GMM, GARCH and Kalman filter methods. The empirical results, however, do not support the hypothesis that the magnitude of the absolute deviation from UIP or the conditional variance of the deviation becomes smaller as the degrees of capital mobility increases.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.