IDEAS home Printed from https://ideas.repec.org/a/bla/ecorec/v69y1993i1p77-79.html
   My bibliography  Save this article

Interest Rates, Exchange Rates and Foreign Debt: Comment

Author

Listed:
  • PHILIP LOWE
  • ALISON TARDITI

Abstract

No abstract is available for this item.

Suggested Citation

  • Philip Lowe & Alison Tarditi, 1993. "Interest Rates, Exchange Rates and Foreign Debt: Comment," The Economic Record, The Economic Society of Australia, vol. 69(1), pages 77-79, March.
  • Handle: RePEc:bla:ecorec:v:69:y:1993:i:1:p:77-79
    DOI: 10.1111/j.1475-4932.1993.tb01800.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1475-4932.1993.tb01800.x
    Download Restriction: no

    File URL: https://libkey.io/10.1111/j.1475-4932.1993.tb01800.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-853, October.
    2. D. Johannes Jüttner & Bernd P. Luedecke, 1991. "Interest Rates, Exchange Rates and Foreign Debt," The Economic Record, The Economic Society of Australia, vol. 67(2), pages 139-146, June.
    3. Clinton, Kevin, 1988. "Transactions Costs and Covered Interest Arbitrage: Theory and Evidence," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 358-370, April.
    4. Juttner, D Johannes & Luedecke, Bernd P, 1991. "Interest Rates, Exchange Rates and Foreign Debt," The Economic Record, The Economic Society of Australia, vol. 67(197), pages 139-146, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Charles van Marrewijk, 2004. "An introduction to international money and foreign exchange markets," International Finance 0410006, University Library of Munich, Germany.
    2. Douglas, Justin J. & Bartley, Scott W., 1997. "Risk premia in Australian interest rates," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(2), pages 1-35.
    3. Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
    4. Jordà, Òscar & Taylor, Alan M., 2012. "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, vol. 88(1), pages 74-90.
    5. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    6. Guest, Ross S., 2006. "Population ageing, capital mobility and optimal saving," Journal of Policy Modeling, Elsevier, vol. 28(1), pages 89-102, January.
    7. Ross S. Guest & Ian M. Mcdonald, 2004. "Effect of World Fertility Scenarios on International Living Standards," The Economic Record, The Economic Society of Australia, vol. 80(s1), pages 1-12, September.
    8. Kees G. Koedijk & Mack Ott, 1987. "Risk aversion, efficient markets and the forward exchange rate," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 5-13.
    9. Hansen, Lars Peter, 2013. "Uncertainty Outside and Inside Economic Models," Nobel Prize in Economics documents 2013-7, Nobel Prize Committee.
    10. Hakkio, Craig S, 1981. "Expectations and the Forward Exchange Rate," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 663-678, October.
    11. Coudert, Virginie & Mignon, Valérie, 2013. "The “forward premium puzzle” and the sovereign default risk," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 491-511.
    12. Brian H. Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2023. "Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Journal of Finance, American Finance Association, vol. 78(2), pages 835-885, April.
    13. Carmen Broto & Javier Díaz-Cassou & Aitor Erce-Domínguez, 2008. "The Sources of Capital Flows Volatility: Empirical Evidence for Emerging Countries," Money Affairs, CEMLA, vol. 0(1), pages 93-128, January-J.
    14. Christian Leschinski & Michelle Voges & Philipp Sibbertsen, 2021. "Integration and Disintegration of EMU Government Bond Markets," Econometrics, MDPI, vol. 9(1), pages 1-17, March.
    15. Gregory, Allan W. & McCurdy, Thomas H., 1986. "The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany," European Economic Review, Elsevier, vol. 30(2), pages 365-381, April.
    16. Hjalmarsson, Erik, 2008. "Interpreting long-horizon estimates in predictive regressions," Finance Research Letters, Elsevier, vol. 5(2), pages 104-117, June.
    17. Swanson, Eric T., 2021. "Measuring the effects of federal reserve forward guidance and asset purchases on financial markets," Journal of Monetary Economics, Elsevier, vol. 118(C), pages 32-53.
    18. Ulf Söderström & Alexis Stenfors, 1995. "Explaining devaluation expectations in the EMS," Finnish Economic Papers, Finnish Economic Association, vol. 8(2), pages 63-81, Autumn.
    19. Boum-Jong Choe, 1990. "Rational expectations and commodity price forecasts," Policy Research Working Paper Series 435, The World Bank.
    20. Peter Isard, 1983. "What's wrong with empirical exchange rate models: some critical issues and new directions," International Finance Discussion Papers 226, Board of Governors of the Federal Reserve System (U.S.).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:ecorec:v:69:y:1993:i:1:p:77-79. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/esausea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.