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W89747611 abstract "Survey based measures of exchange rate expectations are used to test the uncovered interest rate parity hypothesis, namely that interest differentials or the forward discount equals expected depreciation. The Deutsche Mark and the Japanese Yen (against the US dollar) are examined, in a sample extending from 1986M08 to 1998M11. UIP can be rejected for the DEM at 12 months and the JPY at 3 months." @default.
W89747611 created "2016-06-24" @default.
W89747611 creator A5037231428 @default.
W89747611 date "2009-01-01" @default.
W89747611 modified "2023-09-27" @default.
W89747611 title "Survey Based Expectations and Uncovered Interest Rate Parity" @default.
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