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The Uncovered Interest Parity and the Peso Problem

5 Pages Posted: 18 May 2000

See all articles by Adolfo Sachsida

Adolfo Sachsida

Institute for Applied Economic Research (IPEA); Institute of Applied Economic Research (IPEA)

Robert Ellery

Institute for Applied Economic Research (IPEA)

Joanílio Rodolpho Teixeira

Brasilia University (UnB)

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Abstract

This paper verifies the uncovered interest parity to Brazilian economy. The main finding is that under fixed exchange rate the uncovered interesty parity fails. This confirms the theoretical point proposed by Krasker (1980).

Keywords: uncovered interest parity, peso problem

JEL Classification: F21

Suggested Citation

Sachsida, Adolfo and Ellery, Roberto and Teixeira, Joanílio Rodolpho, The Uncovered Interest Parity and the Peso Problem. Available at SSRN: https://ssrn.com/abstract=218754 or http://dx.doi.org/10.2139/ssrn.218754

Adolfo Sachsida (Contact Author)

Institute for Applied Economic Research (IPEA) ( email )

SBS Ed. BNDES Quadra 1
7o. andar
Brasilia DF 7000-010
Brazil
+55 61 2026-5025 (Phone)
+55 61 315-5448 (Fax)

HOME PAGE: http://www.bdadolfo.blogspot.com

Institute of Applied Economic Research (IPEA) ( email )

Av. Pres. Antonio Carlos , 51 - 17 andar
Rio de Janeiro, RJ, 20020-010
Brazil

Roberto Ellery

Institute for Applied Economic Research (IPEA) ( email )

SBS Ed. BNDES Quadra 1
7o. andar
Brasilia DF 7000-010
Brazil
55 21 3804-8000 (Phone)
55 21 2240-1920 (Fax)

Joanílio Rodolpho Teixeira

Brasilia University (UnB)

Brasilia, DF 70910-900
Brazil

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