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 \pm 1 and is detected by its ellipsoidal modulation . We derive a distance of 65 \pm 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 3 \times 10 ^ { 32 } erg s ^ { -1 } . The accretion rate of 3 \times 10 ^ { 15 } g s ^ { -1 } ( for an 0.6 M _ { \odot } 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 .