UIP: A Partial Reconciliation from Event Studies

  • Ceballos L
  • Albagli E
  • Claro S
  • et al.
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Abstract

… Using event studies for identification, we test the model in a sample of 24 developed and emerging economies, finding a UIP-consistent correlation for monetary shocks, but the opposite …

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Ceballos, L., Albagli, E., Claro, S., & Romero, D. (2021). UIP: A Partial Reconciliation from Event Studies. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3830716

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