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On the equality of real interest rates across borders in integrated capital markets
Minford, Patrick; Peel, David - 2005
The purpose in this letter is first to review briefly the empirical results on the relationship between real interest rates and real exchange rates; this empirical literature provides little support for the hypothesis of Roll that expected real interest rates are equal in general. Our second aim...
Persistent link: https://www.econbiz.de/10011517834
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Forecasting the nominal exchange rate movements in a changing world : the case of the US and the UK
Promponas, Pantelis; Peel, David - 2016
Persistent link: https://www.econbiz.de/10012177410
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A new analysis of the determinants of the real dollar-sterling exchange rate : 1871 - 1994
Payá, Ivan (contributor); Peel, David (contributor) - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10002816241
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Nonlinear PPP under the gold standard
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203895
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Temporal aggregation of an ESTAR process : some implications for purchasing power parity adjustment
Payá, Ivan (contributor); Peel, David (contributor) - 2004 - [Elektronische Ressource], 1. ed.
Persistent link: https://www.econbiz.de/10002203942
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On the equality of real interest rates across borders in integrated capital markets
Minford, Patrick; Peel, David - 2006
Persistent link: https://www.econbiz.de/10003322815
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On the relationship between nominal exchange rates and domestic and foreign prices
Paya, Ivan (contributor); Peel, David (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367553
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Smooth transition models and arbitrage consistency
Peel, David (contributor); Venetis, Ioannis A. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003140835
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The process followed by PPP data : on the properties of linearity tests
Payá, Ivan (contributor); Peel, David (contributor) - 2005 - 1. ed.
Persistent link: https://www.econbiz.de/10003059535
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Do real exchange rates "mean revert" to productivity? A nonliner approach
Venetis, I. A.; Payá, Ivan; Peel, David - 2005
Persistent link: https://www.econbiz.de/10002884308