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Political vs. currency premia in international real interest differentials · Study

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ArticlePolitical vs. currency premia in international real interest differentials

Jeffrey A. Frankel1988

Article1988

Political vs. currency premia in international real interest differentials

Jeffrey A. Frankel · Alan T. MacArthur

121 citations·0/0 files stored·European Economic Review

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Global Financial Crisis and Policies Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 121 citations exist upstream.

References

1980Domestic Saving and International Capital Flows 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets 1984Exchange Rate Theory and Practice 1983Deviations from Purchasing Power Parity in the Long Run 1986Nber Macroeconomics Annual n.d.International Volatility and Economic Growth: The First Ten Years of The International Seminar on Macroeconomics 1986Capital mobility in the world economy: Theory and measurement 1986Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations

Cited by

1993Long-term covered interest parity: evidence from currency swaps 1996THEORY‐BASED MEASUREMENT OF THE SAVING‐INVESTMENT CORRELATION WITH AN APPLICATION TO NORWAY 1990International capital mobility: net versus gross stocks and flows 2003Has International Financial Integration Increased?1998International capital mobility in OECD countries: The Feldstein–Horioka `puzzle' revisited 2003What to Do with the Chiang Mai Initiative 1993International real interest rate equalization. A multivariate time‐series approach 2001Price and volatility spillovers between interest rate and exchange value of the US dollar

Details

Year1988

Typearticle

Published1988-06-01

VenueEuropean Economic Review

ISSN-L0014-2921

Languageen

Citations121

Files0 public / 0

ShelfGlobal Financial Crisis and Policies

Identifiers

doi10.1016/0014-2921(88)90068-2

openalex_workW3096765453

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