The Uncovered Interest rate Parity- A Literature Review

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dc.contributor.author	Nirmali, H.
dc.contributor.author	Rajapakse, R.P.C.R.
dc.date.accessioned	2017-10-17T12:09:41Z
dc.date.available	2017-10-17T12:09:41Z
dc.date.issued	2016
dc.identifier.citation	Nirmali, H., Rajapakse, R.P.C.R. (2016). "The Uncovered Interest rate Parity- A Literature Review", Imperial Journal of Interdisciplinary Research (UIR), Vol.2 (6), pp. 1346-1352	en_US, si_LK
dc.identifier.issn	2454-1362
dc.identifier.uri	http://dr.lib.sjp.ac.lk/handle/123456789/5865
dc.description.abstract	Attached	en_US, si_LK
dc.description.abstract	Interest rates and exchange rates are considered to be one o f the m ost discussed areas in International Finance. When considering the m ain theories that explore on these two variables, U ncovered Interest Rate Parity (UIP) states that the interest rate differential is an unbiased predictor o f the spot exchange rate changes. The im pact on investors ’ attitude is that they w ould be indifferent towards the returns on dom estic and foreign assets denom inated in same currency thereby elim inating any short term arbitrage profits. Studies o f this nature are ofsignificance in the case o f Sri Lanka, as a country which is trade dependent accurate forecasts o f exchange rates w ould be o f immense importance. H ow e this study focuses on reviewing w hat is revealed by literature so fa r and what is not
dc.language.iso	en_US	en_US, si_LK
dc.publisher	Imperial Journal of Interdisciplinary Research (UIR)	en_US, si_LK
dc.subject	Interest Rates	en_US, si_LK
dc.subject	Exchange Rates	en_US, si_LK
dc.subject	Uncovered Interest Rate Parity (UIP)	en_US, si_LK
dc.title	The Uncovered Interest rate Parity- A Literature Review	en_US, si_LK
dc.type	Article	en_US, si_LK