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On the equality of real interest rates across borders in integrated capital markets

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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