SSRNTrading, Microstructure & Execution
UIP Violations in FX Markets
The research indicates that uncovered interest parity (UIP) is upheld during overnight trading but violated during U.S. intraday periods, affecting currency trading returns.
Featured in No. 96 on 7 May 2025 ·
- Released
- 15 Jun 2024
- First featured
- No. 96 · 7 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5230768
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