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Testing for UIP-Type Relationships: Nonlinearities,Monetary Announcements and Interest Rate Expectations |
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| Authors: | Anderl Christina Caporale Guglielmo Maria |
| Affiliation: | 1.London South Bank University, London, UK ;2.Department of Economics and Finance, Brunel University London, London, UB8 3PH, UK ; |
| Abstract: | Open Economies Review - This paper tests for UIP-type relationships by estimating first a benchmark linear Cointegrated VAR including the nominal exchange rate and the interest rate differential as... |
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