English, Article edition: Uncovered Interest Parity in Crisis Robert P. Flood; Andrew K. Rose

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Uncovered Interest Parity in Crisis
Author
  • Robert P. Flood
  • Andrew K. Rose
Physical Description
  • article
Notes
  • RePEc:pal:imfstp:v:49:y:2002:i:2:p:6
  • This paper tests for uncovered interest parity (UIP) using daily data for 23 developing and developed countries during the crisis-strewn 1990s. We find that UIP works better on average in the 1990s than in previous eras in the sense that the slope coefficient from a regression of exchange rate changes on interest differentials yields a positive coefficient (which is sometimes insignificantly different from unity). UIP works systematically worse for fixed and flexible exchange rate countries than for crisis countries, but we find no significant differences between rich and poor countries. Copyright 2002, International Monetary Fund
  • RePEc:imf:imfstp:v:49:y:2002:i:2:p:6
Language
  • English
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