Uncovered interest rate parity and the term structure
By: Geert Bekaert, Min Wei, Yuhang Xing.
Contributors: Wei, Min.; Xing, Yuhang.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8795; Working paper series (National Bureau of Economic Research) -- working paper no. 8795.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 31
Subjects: Interest rate.; Foreign exchange rates.
Notes: "February 2002."

JEL no. F3.

Includes bibliographical references (p. 28-31).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.