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Expected exchange rate, uncovered interest parity and interest rate differentials

Nwala, Kingsley - In: The empirical economics letters : a monthly … 11 (2012) 6, pp. 543-550

Persistent link: https://www.econbiz.de/10009758152

Real exchange rates and real interest differentials : implications of nonlinear adjustment in real exchange rates

Nakagawa, Hironobu - In: Journal of monetary economics 49 (2002) 3, pp. 629-649

Persistent link: https://www.econbiz.de/10001664348

Long Run Relationship between Real Exchange Rate and Real Interest Rate Differentials : The Cointegration Approach

Patra, Nilanjan - 2006

Despite the centrality of the theoretical relationship between real exchange rates and real interest rates differential in open economy macroeconomics, its empirical evidence, particularly when cointegration methods are used, is rather mixed. The study uses IFS, IMF data for India and US for the...

Persistent link: https://www.econbiz.de/10012732476

Empirical analyses of the relationship between real exchange rate and real interest rate differentials in inflation targeting countries

Breitenbach, Marthinus C.; Zerihun, Mulatu Fekadu; … - In: African journal of business and economic research : AJBER 15 (2020) 1, pp. 7-25

Persistent link: https://www.econbiz.de/10012666018

Expectations and uncertainty : a common-source infection model for selected European countries

Gerotto, Luca; Paradiso, Antonio - 2017

Persistent link: https://www.econbiz.de/10011774751

Expectations Hypotheses Tests

Bekaert, Geert - 2000

We investigate the Expectations Hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for the U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. In addition to standard Wald tests, we formulate...

Persistent link: https://www.econbiz.de/10012471161

Expectations Hypotheses Tests

Bekaert, Geert; Hodrick, Robert J. - 2021

Persistent link: https://www.econbiz.de/10013232893

Real risk, inflation risk, and the term structure

Evans, Martin D. D. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 345-389

Persistent link: https://www.econbiz.de/10001761329

An assessment of the relative importance of real interest rates, inflation and term premia in determining the prices of real and nominal UK bonds

Barr, David G.; Pesaran, Bahram - 1995

Persistent link: https://www.econbiz.de/10000907732

Real Risk, Inflation Risk, and the Term Structure

Evans, Martin D.D. - 2011

structure reflects changing expectations of future yields and inflation. This analysis shows that the presence of time … less than five years. By contrast, variations in inflation expected over the next two to three years are very accurately … term structures closely track changing expectations regarding future nominal and real yields but not future inflation …

Persistent link: https://www.econbiz.de/10013131069

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