Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks

This paper examines the empirical validity of the hypothesis of uncovered interest parity (UIP) using data from five Central and Eastern European countries with floating exchange rates for the period 2003 to 2014. The analysis includes forward‐looking as well as static expectations and allows for di...

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Veröffentlicht in:	Review of international economics 2017-09, Vol.25 (4), p.695-710
Hauptverfasser:	Cuestas, Juan Carlos, Filipozzi, Fabio, Staehr, Karsten
Format:	Artikel
Sprache:	eng
Schlagworte:	C32 Central and Eastern Europe Deviation Economic models expectations F15 Floating exchange rates Foreign exchange rates Hypotheses Interest rate parity theorem Risk premiums structural breaks uncovered interest parity
Online-Zugang:	Volltext
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