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This paper provides an empirical test of the Fisher effect and of the real interest parity. The objetive is to determinate the behavior of the ex-ante real interest that condicionate the intertemporal savings and investment decisions. The method used is the time series properties of the data,...
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Within a global frame leading to the elaboration of an interest rate risk pricing model applicable to financial … institutions which takes the basis risk into account, the current paper analyses the long-term impact of the most representative …
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