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Some evidence on the international inequality of real interest rates
16 references·16 citing·37 second hopsampled
Some evidence on the international inequality of real interest rates (1985)Some evidence on the international inequa…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models (1983)Risk Averse Speculation in th…Exchange Rates and International Macroeconomics (1983)Exchange Rates and Internatio…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…A Model of Exchange Rate Dynamics (1982)A Model of Exchange Rate Dyna…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)THE FINANCIAL AND TAX EFFECTS…Covered Interest Arbitrage: Unexploited Profits? 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(1999)How integrated are the money …Capital market integration in the Pacific Basin region: an impulse response analysis (1999)Capital market integration in…Dynamic linkages among real interest rates in international capital markets (1998)Dynamic linkages among real i…Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997)Capital market integration in…Is there a world real interest rate? (1995)Is there a world real interes…Real interest rate equalization and the integration of international financial markets (1994)Real interest rate equalizati…Quantifying International Capital Mobility in the 1980s (1989)Quantifying International Cap…Political vs. currency premia in international real interest differentials (1988)Political vs. currency premia…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset returns and inflation (1977)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)A Tract on Monetary Reform (1924)Beating the Foreign Exchange Market (1986)Arbitrage in the foreign exchange market: Turning on the microscope (2008)Specification Tests in Econometrics (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)Asset Prices in an Exchange Economy (1978)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Does financial liberalization spur growth? (2005)Presidential Address: Discount Rates (2011)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Convergence Across States and Regions (1991)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)On Jump Processes in the Foreign Exchange and Stock Markets (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1982International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence369 cited
  • 1975THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES361 cited
  • 1982A Model of Exchange Rate Dynamics323 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1983

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Exchange Rates and International Macroeconomics
311 cited
  • 1983Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models276 cited
  • Cited by

    • 1999Capital market integration in the Pacific Basin region: an impulse response analysis178 cited
    • 1999On International and National Dimensions of Risk Sharing172 cited
    • 1994Real interest rate equalization and the integration of international financial markets142 cited
    • 1988Political vs. currency premia in international real interest differentials121 cited
    • 2000Political Regime Change and the Real Interest Rate92 cited
    • 1998Dynamic linkages among real interest rates in international capital markets79 cited
    • 1989Quantifying International Capital Mobility in the 1980s75 cited
    • 2008Do real interest rates converge? Evidence from the European union74 cited
    • 2003Has International Financial Integration Increased?66 cited
    • 2005A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era63 cited
    • 1999Testing For Real Interest Rate Convergence In European Countries59 cited
    • 2003Nonlinear aspects of capital market integration and real interest rate equalization59 cited
    • 1995Is there a world real interest rate?56 cited
    • 1997Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages56 cited
    • 2003China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration51 cited
    • 1999How integrated are the money market and the bank loans market within the European Union?51 cited