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dc.contributor.authorΜυλωνίδης, Νικόλαοςel
dc.contributor.authorSemertzidou, M.en
dc.date.accessioned2015-11-24T17:04:21Z-
dc.date.available2015-11-24T17:04:21Z-
dc.identifier.issn1350-4851-
dc.identifier.urihttps://olympias.lib.uoi.gr/jspui/handle/123456789/11163-
dc.rightsDefault Licence-
dc.subjectexchangeen
dc.subjectpremiumen
dc.titleUncovered interest parity puzzle: does it really exist?en
heal.typejournalArticle-
heal.type.enJournal articleen
heal.type.elΆρθρο Περιοδικούel
heal.identifier.primaryDoi 10.1080/00036840902762696-
heal.identifier.secondary<Go to ISI>://000279633400019-
heal.languageen-
heal.accesscampus-
heal.recordProviderΠανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Κοινωνικών Επιστημών. Τμήμα Οικονομικών Επιστημώνel
heal.publicationDate2010-
heal.abstractMost studies indicate the violation of the Uncovered Interest Parity (UIP) restrictions, and indeed, there are many who find a statistically significant and negative interest rate differential slope. This finding has now become known in international economics as the UIP puzzle. Using recent data on four major currencies vis-a-vis the US dollar and employing the Generalized Method of Moments (GMM) technique, our estimation results indicate the absence of any relationship between the interest rate differential and the expected change in the exchange rate, rather than the presence of the UIP puzzle.en
heal.journalNameApplied Economics Lettersen
heal.journalTypepeer reviewed-
heal.fullTextAvailabilityTRUE-
Appears in Collections:Άρθρα σε επιστημονικά περιοδικά ( Ανοικτά) - ΟΕ

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