Uncovered Interest Parity in Crisis (Record no. 150536)
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000 -LEADER | |
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fixed length control field | 02324nam a22004574a 4500 |
001 - CONTROL NUMBER | |
control field | WPIEA2072001 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | IMF |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190405161524.0 |
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
fixed length control field | m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr cn||||||||| |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 020129s2001 dcu o i00 0 eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 1451874650 : |
Terms of availability | 15.00 USD |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
Cancelled/invalid ISBN | 9781451874655 |
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
International Standard Serial Number | 1018-5941 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.5089/9781451874655.001 |
Source of number or code | doi |
035 ## - SYSTEM CONTROL NUMBER | |
System control number | (IMF)WPIEA2072001 |
040 ## - CATALOGING SOURCE | |
Original cataloging agency | DcWaIMF |
Language of cataloging | eng |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Rose, Andrew K. |
245 10 - TITLE STATEMENT | |
Title | Uncovered Interest Parity in Crisis |
Medium | [electronic resource] : |
Remainder of title | The Interest Rate Defense in the 1990s / |
Statement of responsibility, etc | Andrew K Rose. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc | Washington, D.C. : |
Name of publisher, distributor, etc | International Monetary Fund, |
Date of publication, distribution, etc | 2001. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | 1 online resource (15 p.) |
490 1# - SERIES STATEMENT | |
Series statement | IMF Working Papers; Working Paper ; |
Volume number/sequential designation | No. 01/207 |
520 3# - SUMMARY, ETC. | |
Summary, etc | This paper tests for uncovered interest parity (UIP) using daily data for 23 developing and developed countries through the crisis-strewn 1990s. We find that UIP works better on average in the 1990s than in previous eras in the sense that the slope coefficient from a regression of exchange rate changes on interest differentials yields a positive coefficient (which is sometimes insignificantly different from unity). UIP works systematically worse for fixed and flexible exchange rate countries than for crisis countries, but we find no significant differences between rich and poor countries. |
588 ## - SOURCE OF DESCRIPTION NOTE | |
Source of description note | Description based on print version record. |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Empirical |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Exchange Rate Changes |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Exchange Rate |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Exchange Rates |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Fixed |
Source of heading or term | imf |
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Floating |
Source of heading or term | imf |
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
Geographic name | Argentina |
Source of heading or term | imf |
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
Geographic name | Finland |
Source of heading or term | imf |
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
Geographic name | France |
Source of heading or term | imf |
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
Geographic name | Italy |
Source of heading or term | imf |
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
Geographic name | Korea, Republic of |
Source of heading or term | imf |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Flood, Robert P. |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Rose, Andrew K. |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Print Version: |
Main entry heading | Rose, Andrew K. |
Title | Uncovered Interest Parity in Crisis : The Interest Rate Defense in the 1990s |
Place, publisher, and date of publication | Washington, D.C. : International Monetary Fund, 2001. |
International Standard Book Number | 9781451874655 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | IMF Working Papers; Working Paper ; |
Volume number/sequential designation | No. 01/207 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://elibrary.imf.org/view/IMF001/07646-9781451874655/07646-9781451874655/07646-9781451874655.xml">http://elibrary.imf.org/view/IMF001/07646-9781451874655/07646-9781451874655/07646-9781451874655.xml</a> |
Public note | IMF e-Library |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="http://www.imfbookstore.org/IMFORG/9781451874655">http://www.imfbookstore.org/IMFORG/9781451874655</a> |
Public note | IMF Book Store |
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