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Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate Ex-post deviations from uncovered interest parity (UIP ... differential plus ...
24, No. 2 (June 2009), pp. 369-384 (16 pages) There is a vast empirical literature rejecting uncovered interest parity(UIP) on the basis of regressions of the actual exchange rate change against ...
Now, some market watchers see a return to parity this year as virtually inevitable ... leading the European Central Bank to cut interest rates more aggressively. After moving to raise tariffs ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We study the behavior of Covered Interest Parity (CIP) deviations – aka ... s lies in measuring local currency ...
but saw interest rate parity at big banks, small banks and community development financial institutions. Verchot said he was surprised by the findings, in part because banks are often the target ...
This index measures the basis point deviation from covered interest rate parity in the EUR/USD foreign exchange market. The Euro Short-Term Rate (€STR) and Secured Overnight Financing Rate ...
Currency traders are turning against the euro as Donald Trump’s victory in the US presidential race boosted the chance of aggressive European interest ... currency toward parity with the dollar.
The Federal Reserve held interest rates steady Wednesday between 4.25% and 4.5% – exactly as interest-rate traders' bets had predicted a month ago. The traders' bets are now predicting there's ...
The Fed is expected to cut interest rates two times this year ... Market experts see the major currency pair falling further to parity on Federal Reserve (Fed) – European Central Bank’s ...
Following quarterly increases for two years due to rising interest rates ... The previously inverted cap rate market in Philadelphia reached cap rate parity while Austin and Dever's spread ...