The term structure of UIP: Evidence from survey data

J.M. Berk, K. Knot

Research output: Contribution to JournalArticleAcademic


This note focuses on uncovered interest parity (UIP) in the short and medium run using survey-based exchange rate expectations. Analysing the major world currencies over the period 1985-1998 the paper finds that the validity of the UIP relation increases with the term of the investment, thereby supporting the theoretical notions developed by literature.
Original languageEnglish
Pages (from-to)459-462
Number of pages4
JournalApplied Economics Letters
Issue number8
Publication statusPublished - 2001


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