Nonlinearity in deviations from uncovered interest parity
Subtitle: an explanation of the forward bias problem
By: prepared by Lucio Sarno, Giorgio Valente, and Hyginus Leon.
Contributors: Valente, Giorgio.; Leon, H. L.; International Monetary Fund. Middle East and Central Asia Dept.
Series: IMF working paper -- WP/06/136
Publisher: International Monetary Fund, Middle East and Central Asia Dept.
Published: 2006
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 42
Subjects: Foreign exchange -- Econometric models.; Interest rates -- Econometric models.
Notes: Caption title.

"May 2006."

Includes bibliographical references (p. 36-40).

Also available on the World Wide Web.