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Political vs. Currency Premia in International Real Interest Differentials: A Study of Forward Rates for 24 Countries
2 references·16 citing·54 second hop
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References

  • 1985The Pricing of Forward Contracts for Foreign Exchange136 cited
  • 1984The Real Interest Rate: A Multi-Country Empirical Study121 cited

Cited by

  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence1,119 cited
  • 2001Capital Account Liberalization: What Do Cross-Country Studies Tell Us?708 cited
  • 1993The Unstable EMS464 cited
  • 2002Financial market integration in Europe: on the effects of EMU on stock markets423 cited
  • 1995The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence325 cited
  • 1990North-South lending and endogenous domestic capital market inefficiencies291 cited
  • 2000The Causes of Globalization250 cited
  • 1993Long-term covered interest parity: evidence from currency swaps100 cited
  • 1988The Flexible Exchange Rate System: Experience and Alternatives93 cited
  • 1997Domestic and Systemic Determinants of Capital Controls in the Developed and Developing World90 cited
  • 1990International capital mobility: net versus gross stocks and flows85 cited
  • 1989Quantifying International Capital Mobility in the 1980s75 cited
  • 1987The Flexible Exchange Rate System: Experience and Alternatives

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66 cited
  • 2003The Euro Area and World Interest Rates60 cited
  • 1998International capital mobility in OECD countries: The Feldstein–Horioka `puzzle' revisited53 cited
  • 2003What to Do with the Chiang Mai Initiative52 cited