NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Long Horizon Uncovered Interest Parity Re-Assessed

Menzie D. Chinn, Saad Quayyum

NBER Working Paper No. 18482
Issued in October 2012

---- Acknowledgements -----

We thank Charles Engel, Joe Gagnon and Ken West for helpful comments. The financial support of University of Wisconsin graduate research funds is gratefully acknowledged by Chinn. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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