Testing and interpreting uncovered interest parity in Russia
The failure of uncovered interest rate parity (UIP) is a well-known phenomenon of the last thirty years. UIP failure is more prominent in advanced economies than in emerging market economies. Typically, UIP estimation for an advanced economy generates a negative coefficient, meaning that a higher in...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Voprosy Ekonomiki
2017-06-01
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| Series: | Russian Journal of Economics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405473917300247 |