The term structure of UIP: Evidence from survey data

J.M. Berk; K. Knot

doi:10.1080/13504850010004036

The term structure of UIP: Evidence from survey data

J.M. Berk
, K. Knot

Finance

Research output: Contribution to Journal › Article › Academic

Abstract

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 language	English
Pages (from-to)	459-462
Number of pages	4
Journal	Applied Economics Letters
Volume	8
Issue number	8
DOIs	https://doi.org/10.1080/13504850010004036
Publication status	Published - 2001

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The term structure of UIP: Evidence from survey data

Abstract

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