(redirected from Interest rate parity)
Also found in: Dictionary, Medical, Financial, Wikipedia.
Related to Interest rate parity: International Fisher effect, Purchasing power parity
Category filter:
IRPIntramural Research Program (various organizations)
IRPIndustrial Rubber Products (various locations)
IRPInternational Research Project
IRPIntegrated Resource Plan
IRPInstitute for Research on Poverty (University of Wisconsin-Madison)
IRPInternational Realty Plus (various locations)
IRPInstallation Restoration Program
IRPIndependent Review Process (various organizations)
IRPIntermediary Relending Program (USDA)
IRPIncident Response Planning (various organizations)
IRPI/O Request Packet (Microsoft Windows NT)
IRPInput Output Request Packet
IRPInstitutional Research and Planning
IRPInternational Review Panel (various organizations)
IRPIndianapolis Raceway Park
IRPIncident Response Program (banking)
IRPIron Removal Plant (environmental health)
IRPInnovative Research Program (Cooperative Institute for Research in Environmental Sciences)
IRPIron Regulatory Protein (biochemistry, nutrition)
IRPInternational Recovery Platform
IRPInterest Rate Parity
IRPInstitutions Représentatives du Personnel (French)
IRPIndividual Responsibility Plan (various locations)
IRPInstitute on Race and Poverty (Minneapolis, MN)
IRPInstitution de Retraite Professionnelle (French: Institution for Occupational Retirement)
IRPInstitutional Removal Program (US FEMA)
IRPIslamic Renaissance Party (Central Asia)
IRPIndependent Research Project
IRPInjury Research and Prevention (Louisiana)
IRPInformation Review Process
IRPInvestment Review Process
IRPIslamic Republic of Pakistan (Muslim State)
IRPInstitutional Repositories Program (National Institute of Informatics; Japan)
IRPInternational Rubber Products (Dominguez, CA)
IRPIllinois Republican Party
IRPInterposing Relay Panel
IRPInterest Rate Product (finance)
IRPImproved Response Program
IRPInstitute for Retired Professionals
IRPImmigration Representation Project (various locations)
IRPIntegration Reference Point (3GPP/UMTS)
IRPInformal Resolution Process (various organizations)
IRPInformation Resource Planning
IRPInterventional Radiology Procedure
IRPIndustrial Restructuring Project (various locations)
IRPIndependent Research Provider (investment finanical analysis firm)
IRPInternational Registration Plan, Inc.
IRPInvestor Reporting Package
IRPInterior Repatriation Program (US and Mexico)
IRPInformation Retrieval Program (various schools)
IRPInvestor Relations Partners, Inc. (various locations)
IRPIndustry Risk Profile (Aerosafe Risk Management; Australia)
IRPIntermediate Rated Power (aviation)
IRPIntermediate Rated Power
IRPIrish Punt (Irish Currency before 2002)
IRPInterior Router Protocol
IRPInstitute of Radiation Protection
IRPInterim Recovery Plan
IRPIndividual Research Paper
IRPInfrastructure Rehabilitation Program (Afghanistan; USAID)
IRPInformation Return Program
IRPIncident Reporting Procedure
IRPImmediate Response Please
IRPInsured Retirement Program (Canada)
IRPInternational Review of Pragmatics (journal; Brill)
IRPIntelligence Resources Program (Federation of American Scientists)
IRPIntern Registration Program
IRPInitial Receiving Point
IRPIntegrated Regional Planning
IRPISIS Re-Engineering Project
IRPInternational Roaming Platform
IRPIndustrial Readiness Planning
IRPIndustry Resource Planning (supply chain solutions)
IRPInventory Reduction Program
IRPInformation Returns Processing/Program
IRPImproved Radar Program
IRPInformation Requirements Plan
IRPInterference Reporting Point
IRPImage Rejection Processor
IRPIntermediate Range Plan
IRPItem Reduction Program
IRPIntegrated Response Plan (Oil Pollution Act of 1990)
IRPIan Randle Publishing
IRPImplantable Retinal Prosthesis
IRPInstallation Restoral Program
IRPInterim Repair Parts
IRPIntelligence Research Paper
IRPInitial Resupply Pack
IRPInterference Rejection Processing
IRPInteragency Research Program
Copyright 1988-2018, All rights reserved.
References in periodicals archive ?
(1) This kind of extension has already been addressed from an empirical point of view in Bekaert and Hodrick (2001), who use a VAR containing long- and short-run interest rates and the exchange rate to test jointly for the expectations hypothesis of the term structure and the uncovered interest rate parity.
Interest rate parity ties futures rates to interest rate differentials.
particular emphasis on the interest rate parity theorem.
As stated previously, most of the work on interest rate parity has focused on the industrialized markets.
These are: (1) Option valuation; (2) Methods for hedging; (3) Certain economic parity conditions, such as interest rate parity; (4) Efficient Market Theory; and (5) Normative portfolio theory.
23 If the assumption of risk-neutrality is dropped, a term for risk premia must be included in the interest rate parity condition.
Dooley and Isard [1980] ascribe observed deviations from interest rate parity to a combination of political risks' and capital controls in place.
Contrary to interest rate parity theory, future spot exchange rates do not usually depreciate for high interest rate currencies and low interest rate currencies do not appreciate by as much as is expected.
The authors employed the following regression model typically used for empirical testing of the Interest Rate parity adding a new explanatory variable for risk aversion, SPREAD.
To illustrate interest rate parity, consider the case of a US investor who can buy default-free 90-day Pakistani T-Bill that promise a 9.3967 percent nominal return.
On the empirical verification of the purchasing power parity and the uncovered interest rate parity. Nationalokonomisk Tidskrift, 130, 57-66.
Full browser ?