Uncovered interest parity and the USD/COP exchange rate

Número: 
227
Publicado: 
Clasificación JEL: 
E00
Palabras clave: 
Uncovered, Interest Parity, Exchange Rate

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Lina Fernanda Torres-Gutierrez, Gonzalo Ossa-Stipcianos, Edwin Mauricio Parra-Rodriguez, Egberto Alexander Riveros, Alvaro José Martinez-Monroy, Julián Andrés Gomez-Duran, Juan Sebastián Rojas-Moreno

This paper tests the uncovered interest parity (UIP) hypothesis for the USD/COP exchange rate, using weekly data for the period from January 1994, when Colombia introduced its crawling band exchange rate regime, to August 2002. The study yields several in