Uncovered interest rate parity and the term structure

Journal of International Money and Finance

Volumn 26, Issue 6, 2007, Pages 1038-1069

  Bekaert, Geert ^a   Wei, Min ^b   Xing, Yuhang ^c  

^a The Sanford C Bernstein Co Center for Leadership and Ethics   (United States)

^b FEDERAL RESERVE BOARD   (United States)

^c RICE UNIVERSITY   (United States)

Author keywords

Expectations hypotheses; Foreign exchange; Term structure; Unbiasedness hypothesis; Uncovered interest rate parity

Indexed keywords

EID: 34447564116     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2007.05.004     Document Type: Article

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