Uncovered interest rate parity: A gravity-panel approach

This paper investigates the validity of uncovered interest rate parity (UIRP) which establishes a proportional relationship between interest rate and expected nominal exchange rate differentials. This paper takes a different perspective by using a gravity panel as the methodological approach and mod...

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Detalles Bibliográficos
Autores principales: Orellana, Vanessa, Pino, Gabriel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8593457/
https://www.ncbi.nlm.nih.gov/pubmed/34816042
http://dx.doi.org/10.1016/j.heliyon.2021.e08350

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8593457/
https://www.ncbi.nlm.nih.gov/pubmed/34816042
http://dx.doi.org/10.1016/j.heliyon.2021.e08350

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