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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2021
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| 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 |