UIP deviations in times of uncertainty: Not all countries behave alike
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DOI: 10.1016/j.econlet.2024.111848
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- Purva Gole & Erica Perego & Camelia Turcu, 2024. "UIP deviations in times of uncertainty: not all countries behave alike," Working Papers 2024.5, International Network for Economic Research - INFER.
- Purva Gole & Erica Perego & Camelia Turcu, 2024. "UIP Deviations in Times of Uncertainty: Not all Countries Behave Alike," Working Papers 2024-09, CEPII research center.
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More about this item
Keywords
Uncertainty; Uncovered interest rate parity; Risk premia; Emerging countries;All these keywords.
JEL classification:
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- F30 - International Economics - - International Finance - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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