Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s
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- Flood, Robert P & Rose, Andrew, 2001. "Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s," CEPR Discussion Papers 2943, C.E.P.R. Discussion Papers.
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Cited by:
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"Exchange Rate Exposure and Firm Dynamics,"
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- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1157, University of Warwick, Department of Economics.
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Journal of Asian Economics, Elsevier, vol. 82(C).
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More about this item
Keywords
WP; interest rate; exchange rate; empirical; fixed; floating; developing; developed; interest rate differential; UIP tests OLS estimate; UIP deviation; exchange rate change; interest rate defense; showing interest rates; Interest rate parity; Exchange rates; Exchange rate adjustments; Exchange rate arrangements; Conventional peg;All these keywords.
JEL classification:
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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