search query: @indexterm EXCHANGE RATES / total: 1242
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| Author: | Berk, J. M. Knot, K. H. W. |
| Title: | Testing for long horizon UIP using PPP-based exchange rate expectations |
| Journal: | Journal of Banking and Finance
2001 : FEB, VOL. 25:2, p. 377-391 |
| Index terms: | EXCHANGE RATES INTEREST RATES PURCHASING POWER PARITY |
| Language: | eng |
| Abstract: | This paper revisits the iuncovered interest parity relation. It supplements existing work in two ways: it focuses on long instead of short-term interest rates, and, related to that, employs exchange rate expectations derived from purchasing power parity (PPP) instead of actual outcomes. |
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