08.02.2022: Şebnem Kalemli-Özcan – Five facts about the UIP premium
Presenter: Şebnem Kalemli-Özcan Affiliation: University of Maryland, Department of Economics. Paper: Five Facts about the UIP Premium. Date: February 8, 2022 Time: 13:00 GMT Abstract: We document five novel facts about Uncovered Interest Parity (UIP) deviations vis-à-vis the U.S. dollar for 34 currencies of advanced economies and emerging markets, using survey data on expected exchange … Read more