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Does the real interest parity hypothesis hold? : Evidence for developed and emerging markets

Ferreira, Alex Luiz; León-Ledesma, Miguel A. - In: Journal of international money and finance 26 (2007) 3, pp. 364-382

Persistent link: https://www.econbiz.de/10003442003

On the differences between the marginal product of capital across countries

Ferreira, Alex Luiz - In: The Manchester School 79 (2011) 3, pp. 455-479

Persistent link: https://www.econbiz.de/10009266801

Does the real interest parity hypothesis hold? : Evidence for developed and emerging markets

Ferreira, Alex Luiz (contributor); … - 2003 - [Elektronische Ressource]

Evidence is presented on the Real Interest Parity Hypothesis for a set of emerging and developed countries. This is done by carrying out a set of unit-root tests on the real interest differentials with respect to Germany and the US. Our results support the hypothesis of a rapid reversion towards...

Persistent link: https://www.econbiz.de/10001877121