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Research Article
Russian Journal of Economics 3(2): 158-173
https://doi.org/10.1016/j.ruje.2017.06.003 (31 May 2017)
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  • 1. Introduction
    • 1.1. What is the uncovered parity puzzle and how is it related to carry trade and to the forward premium puzzle
    • 1.2. Earlier UIP estimates for Russia
  • 2. Verification of UIP realization using Russian data
    • 2.1. Realization of covered interest parity (CIP)
    • 2.2. Deviations from UIP: carry trade and the forward premium puzzle
      • 2.2.1. Carry trade
      • 2.2.2. Forward premium puzzle
    • 2.3. Main results and their interpretation
  • 3. UIP in advanced and emerging market economies
    • 3.1. The forward premium puzzle in AEs33We included South Korea, which became an advanced economy relatively recently, the unique city state of Singapore, and the autonomous city of Hong Kong in the group of EMEs. and EMEs
    • 3.2. Carry trade in EMEs and AEs
    • 3.3. Summing up and testing the hypothesis
  • 4. Conclusion
  • References
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