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Original Articles

Uncovered interest parity puzzle: does it really exist?

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Pages 1023-1026 | Published online: 01 Jun 2009

References

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  • Isard , P. 1995 . Exchange Rate Economics , Cambridge, , UK : Cambridge University Press .
  • Isard , P. 2006 . Uncovered interest parity, IMF Working Paper No. WP/06/96
  • Lothian , J. R. and Wu , L. 2005 . Uncovered interest-rate parity over the past two centuries, Frank J. Petrilli Center for Research in International Finance (CRIF) Working Paper Series, Fordham University
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  • Sarantis , N. 2006 . Testing the uncovered interest parity using traded volatility, a time varying risk premium and heterogeneous expectations . Journal of International Money and Finance , 25 : 1168 – 86 .

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