  We present phase-resolved infrared and optical spectrophotometry of the
intermediate polar EX Hya supplemented by archival ultraviolet data. The
spin-modulated emission from the accretion funnel and the emission from the
accretion disk or ring contain substantial optically thin components. The white
dwarf dominates the unmodulated flux in the ultraviolet and is identified by
numerous absorption lines. Metal absorption in the accretion curtain may add to
the observed spectral features. The secondary star is of spectral type M4+-1
and is detected by its ellipsoidal modulation. We derive a distance of 65+-11
pc which makes EX Hydrae one of the closest cataclysmic variables with a known
distance. The luminosity derived from the integrated overall spectral energy
distribution is 3x10^32 erg/s. The accretion rate of 3x10^15 g/s (for an 0.6
Msun white dwarf) is in reasonable agreement with the rates expected from
angular momentum loss by gravitational radiation and from the observed spin-up
of the white dwarf
