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Price-based measurement of financial globalization : a cross-country study of interest rate parity by

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Price-based measurement of financial globalization : a cross-country study of interest rate parity

Itō, Hiro; Chinn, Menzie David - 2007

We characterize the relationship between ex post exchange rate depreciation and the interest differential for a set of countries that spans both developed and emerging market economies. Measured ex post uncovered interest differentials are then related to measures of trade and financial...