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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...
Persistent link: https://www.econbiz.de/10011506475
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...
Persistent link: https://www.econbiz.de/10001753573
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Do fundamentals matter for the D-Mark/Euro-Dollar? : A regime switching approach
Frömmel, Michael (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001838223
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Economic modelling 22 (2005) 3, pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
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Do fundamentals matter for the D-Mark/Euro-Dollar?
Frömmel, Michael; MacDonald, Ronald; Menkhoff, Lukas - In: Global finance journal 15 (2005) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10002689360
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Markov switching regimes in a monetary exchange rate model
Frömmel, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725785
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Real exchange rates and real interest rate differentials : a present value interpretation
Hoffmann, Mathias; MacDonald, Ronald - In: European economic review : EER 53 (2009) 8, pp. 952-970
Persistent link: https://www.econbiz.de/10003922941
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Real exchange rates and real interest rate differentials : a present value interpretation
Hoffmann, Mathias; MacDonald, Ronald - 2009
Persistent link: https://www.econbiz.de/10003873759
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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003564640