(redirected from Uncovered Interest Parity)
UIPUnited International Pictures
UIPUnintentional Injury Prevention
UIPUser Interface Process
UIPUpdate in Place
UIPUniversité Interdisciplinaire de Paris (French: Interdisciplinary University of Paris; France)
UIPUnited in Prayer
UIPUnión Parlamentaria (Spanish: Parliamentary Union)
UIPUncovered Interest Parity
UIPUnit Information Page (US Marine Corps)
UIPUndegraded Intake Protein
UIPInternational Union of Private Wagons
UIPUser Interface Program
UIPUniversidad Interamericana de Panamá
UIPUniversal Immunization Program (India)
UIPQuimper, France - Pluguffan (Airport Code)
UIPUnion Internationale des Wagons Privés (French: International Union of Private Wagons; Brussels, Belgium)
UIPUnconventional Innovations Program (US National Cancer Institute)
UIPUrinating In Public
UIPUsenet Improvement Project (UIP is an attempt to make Usenet participation a better experience)
UIPUltimate Irrigation Potential
UIPUSIGS Interoperability Profile
UIPUsual Interstitial Pneumonia of Liebow
UIPUpgrade Improvement Program
UIPUnusual Interstitial Pneumonitis
UIPUnit Incentive Plan
UIPUtilities Infrastructure Plan
UIPUser-Initiated Provisioning
UIPUmbilical Interface Panel
References in periodicals archive ?
Using interest rates on longer-maturity bonds, they found much more support for uncovered interest parity implying that long term carry trade is not feasible.
Miller presents students, scholars, and practitioners with a guide to understanding the uncovered interest parity UIP puzzle and related anomalies in exchange rate economics.
Uncovered interest parity in crisis: The interest rate defense in the 1990s (IMF Working Paper WP/01/207).
A Reconsideration of the Uncovered Interest Parity Relationship.
Therefore, portfolio rebalancing creates a positive correlation between equity market return differentials and exchange rate return, which is counter-intuitive against the traditional uncovered interest parity.
There is still significant academic debate about why the carry trade works and Uncovered Interest Parity fails.
Another test proposed by Svensson (1991) is to compute the expected exchange rate under the assumption of uncovered interest parity.
The four parity conditions or equilibrium relationships upon which RIP is predicated, uncovered interest parity (UIP), ex ante PPP (EAPPP), the Fisher relation in each country (i.
The empirical work abstracts from well-known difficulties with uncovered interest parity, assuming that whatever shocks to interest parity occurred during the sample would have also occurred had the Bank been following an alternative interest rate policy.
The theory of uncovered interest parity says that the currency of a country with high interest rates is expected to decline by an amount equal to the differential in rates over a horizon equal to the rates' maturity.