Long-horizon uncovered interest rate parity
By: Guy Meredith, Menzie D. Chinn.
Contributors: Chinn, Menzie David.
Series: NBER working paper series -- working paper 6797; Working paper series (National Bureau of Economic Research) -- working paper no. 6797.
Publisher: National Bureau of Economic Research
Published: 1998
Place of publication: Cambridge, MA
Language: eng
Number of pages: 32
Subjects: Interest rates -- Econometric models.; Foreign exchange rates -- Forecasting -- Econometric models.; Interest rates -- Group of Seven countries -- Econometric models.; Foreign exchange rates -- Group of Seven countries -- Forecasting -- Econometric models.
Notes: "November 1998."

JEL no. F21, F31, F41.

Includes bibliographical references (p. 18-21).

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.