Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate Ex-post deviations from uncovered interest parity (UIP ... differential plus ...

Despite the euro zone having lower official interest ... toward parity with the greenback looks more likely than not over the course of this year. At about 6.6%, the exchange rate’s volatility ...

This index measures the basis point deviation from covered interest rate parity in the EUR/USD foreign ... banks activated their existing USD swap line to provide liquidity during the initial ...