Testing uncovered interest parity at short and long horizons:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hamburg
Inst. of Internat. Economics, Öffentlichkeitsarbeit]
2000
|
| Schriftenreihe: | HWWA discussion paper
102 |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 28 - 31 |
| Beschreibung: | 40 S. graph. Darst. |
Internformat
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| 100 | 1 | |a Chinn, Menzie David |e Verfasser |0 (DE-588)124080545 |4 aut | |
| 245 | 1 | 0 | |a Testing uncovered interest parity at short and long horizons |c Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy] |
| 264 | 1 | |a Hamburg |b Inst. of Internat. Economics, Öffentlichkeitsarbeit] |c 2000 | |
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| 490 | 1 | |a HWWA discussion paper |v 102 | |
| 500 | |a Literaturverz. S. 28 - 31 | ||
| 700 | 1 | |a Meredith, Guy |e Verfasser |4 aut | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-009118502 | ||
Datensatz im Suchindex
| _version_ | 1804128146891472896 |
|---|---|
| adam_text | Contents
Abstract 6
Zusammenfassung
1. INTRODUCTION 7
2. A Review of the UIP Hypothesis and Short Horizon Evidence 9
„ 14
3. LONG HORIZON ESTIMATES
90
4. EXPLAINING THE RESULTS ECONOMETRICALLY
5. EXTENDING THE RESULTS
25
6. CONCLUSIONS
28
REFERENCES
List of Figures and Tables
Figure 1: Ex post pound/dollar 10 year depreciation (annualized), and benchmark
and constant maturity interest differentials (lagged)
32
Table 1: Estimates of p
Table 2: Long Horizon Tests of Uncovered Interest Parity
Table 3: Johansen Cointegration Test Results
Table 4: Estimates of P Using the Deutschemark as the Base Currency 38
Table 5: Long Horizon Tests of Uncovered Interest Parity Using the Deutschemark ^
as the Base Currency
5
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| any_adam_object | 1 |
| author | Chinn, Menzie David Meredith, Guy |
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| bvnumber | BV013368387 |
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| discipline | Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:44:37Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009118502 |
| oclc_num | 633912340 |
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| physical | 40 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Inst. of Internat. Economics, Öffentlichkeitsarbeit] |
| record_format | marc |
| series | HWWA discussion paper |
| series2 | HWWA discussion paper |
| spelling | Chinn, Menzie David Verfasser (DE-588)124080545 aut Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy] Hamburg Inst. of Internat. Economics, Öffentlichkeitsarbeit] 2000 40 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier HWWA discussion paper 102 Literaturverz. S. 28 - 31 Meredith, Guy Verfasser aut HWWA discussion paper 102 (DE-604)BV014901267 102 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009118502&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Chinn, Menzie David Meredith, Guy Testing uncovered interest parity at short and long horizons HWWA discussion paper |
| title | Testing uncovered interest parity at short and long horizons |
| title_auth | Testing uncovered interest parity at short and long horizons |
| title_exact_search | Testing uncovered interest parity at short and long horizons |
| title_full | Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy] |
| title_fullStr | Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy] |
| title_full_unstemmed | Testing uncovered interest parity at short and long horizons Menzie Chinn ; Guy Meredith. [Hamburg Institute of International Economics. Ed. by the Department World Economy] |
| title_short | Testing uncovered interest parity at short and long horizons |
| title_sort | testing uncovered interest parity at short and long horizons |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009118502&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV014901267 |
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