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Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions
9 references·16 citing·42 second hop
Are Real Interest Rates Equal Across Countries? An Empirical Investigation of International Parity Conditions (1984)Are Real Interest Rates Equal Across Coun…The Real Interest Rate: A Multi-Country Empirical Study (1982)The Real Interest Rate: A Mul…The Real Interest Rate: An Empirical Investigation (1981)The Real Interest Rate: An Em…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis (1981)A Note on Exchange-Rate Expec…The ‘peso problem’ in testing the efficiency of forward exchange markets (1980)The ‘peso problem’ in testing…Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Forward Exchange Rates as Opt…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…Covered Interest Arbitrage: Unexploited Profits? (1975)Covered Interest Arbitrage: U…International financial integration in Asian bond markets (2008)International financial integ…Do real interest rates converge? Evidence from the European union (2008)Do real interest rates conver…The Chinese economies in global context: The integration process and its determinants (2005)The Chinese economies in glob…A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era (2005)A panel study on real interes…Nonlinear aspects of capital market integration and real interest rate equalization (2003)Nonlinear aspects of capital …China, Hong Kong, and Taiwan: A quantitative assessment of real and financial integration (2003)China, Hong Kong, and Taiwan:…Does long-run real interest parity hold among EU countries? Some new panel data evidence (2002)Does long-run real interest p…How integrated are the money market and the bank loans market within the European Union? (1999)How integrated are the money …Dynamic linkages among real interest rates in international capital markets (1998)Dynamic linkages among real i…Long-Term Interest Rates in Globalised Markets (1997)Long-Term Interest Rates in G…Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997)Capital market integration in…Tax Policy and International Capital Flows (1994)Tax Policy and International …Mean reversion in real exchange rates (1994)Mean reversion in real exchan…Political vs. currency premia in international real interest differentials (1988)Political vs. currency premia…International Capital Mobility and Crowding-out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1986)International Capital Mobilit…NBER Macroeconomics Annual 1987, Volume 2NBER Macroeconomics Annual 19…The monetary dynamics of hyperinflation (1956)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Excess Volatility in the Financial Markets: A Reassessment of the Empirical Evidence (1983)13 Financial applications of stable distributions (1996)Perspectives on the recent currency crisis literature (1999)A Tract on Monetary Reform (1924)In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)An investigation of risk and return in forward foreign exchange (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)Proof that Properly Anticipated Prices Fluctuate Randomly (2015)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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Interest rates and risk premia in the stock market and in the foreign exchange market (1987)Capital market integration in the Pacific Basin region: an impulse response analysis (1999)Short- Term Interest Rates as Predictors of Inflation (2021)Domestic Saving and International Capital Flows (1980)Exchange Rate Theory and Practice (1984)International capital mobility: net versus gross stocks and flows (1990)Long-term covered interest parity: evidence from currency swaps (1993)THEORY‐BASED MEASUREMENT OF THE SAVING‐INVESTMENT CORRELATION WITH AN APPLICATION TO NORWAY (1996)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)THE FINANCIAL AND TAX EFFECTS OF MONETARY POLICY ON INTEREST RATES (1975)Do Workers Prefer Increasing Wage Profiles? (1991)Journal of the American Statistical Association (1995)The Evolution of Economic Understanding and Postwar Stabilization Policy (2002)The Liquidation of Government Debt (2011)International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)Beating the Foreign Exchange Market (1986)Arbitrage in the foreign exchange market: Turning on the microscope (2008)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)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)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis2,112 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1975Covered Interest Arbitrage: Unexploited Profits?429 cited
  • 1980The ‘peso problem’ in testing the efficiency of forward exchange markets312 cited
  • 1981The Real Interest Rate: An Empirical Investigation206 cited
  • 1981A Note on Exchange-Rate Expectations and Nominal Interest Differentials: A Test of the Fisher Hypothesis199 cited
  • 1982The Real Interest Rate: A Multi-Country Empirical Study128 cited

Cited by

  • 1988Political vs. currency premia in international real interest differentials121 cited
  • 1986International Capital Mobility and Crowding-out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets?118 cited
  • 1994Mean reversion in real exchange rates98 cited
  • n.d.NBER Macroeconomics Annual 1987, Volume 290 cited
  • 1998Dynamic linkages among real interest rates in international capital markets79 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1994Tax Policy and International Capital Flows77 cited
  • 2008Do real interest rates converge? Evidence from the European union74 cited
  • 2005A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era63 cited
  • 2002Does long-run real interest parity hold among EU countries? Some new panel data evidence60 cited
  • 2003Nonlinear aspects of capital market integration and real interest rate equalization59 cited
  • 1997Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages56 cited
  • 1997Long-Term Interest Rates in Globalised Markets55 cited
  • 2008International financial integration in Asian bond markets55 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
  • 2005The Chinese economies in global context: The integration process and its determinants50 cited