Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ?

Combining, as it does, three fundamental propositions ( uncovered interest rate parity, relative PPP, international equalization of the real return on capital), the double equality is found to hold in the long run with a striking degree of precision and reability when tested by means of a sample of 18 industrialized OECD countries over the 1976-1994 period.

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Year of publication:	1996-02
Authors:	LAMBELET, Jean-Christian
Institutions:	Départment d'économétrie et d'économie politique (DEEP), Faculté des Hautes Études Commerciales (HEC)
Subject:	exchange rates \| interest differentials \| inflation differentials \| relative PPP \| uncovered interest parity \| real interest rate equalization \| currency market equilibrium \| international investment strategies \| international economic competitiveness \| monetary policy \| Swiss economy

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Series:	Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
Type of publication:	Book / Working Paper
Notes:	38 pages
Classification:	E4 - Money and Interest Rates ; E5 - Monetary Policy, Central Banking and the Supply of Money and Credit ; F2 - International Factor Movements and International Business ; F3 - International Finance
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005292698