Interest differentials and extreme support for uncovered interest rate parity

International Review of Economics and Finance

Volumn 19, Issue 4, 2010, Pages 723-732

  Craighead, William D ^a   Davis, George K ^b   Miller, Norman C ^b  

^a WESLEYAN UNIVERSITY   (United States)

^b MIAMI UNIVERSITY   (United States)

Author keywords

Fama regression; Forward premium; Interest differentials; Uncovered interest parity

Indexed keywords

EID: 77956647581     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2010.03.008     Document Type: Article

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