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Does real interest parity hold at longer maturities?

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Author Info
Jorion, Philippe

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File URL: http://www.sciencedirect.com/science/article/B6V6D-3VVVRBH-6/2/64ab297031e282ee89a9d8b197149dd6
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Article provided by Elsevier in its journal Journal of International Economics.

Volume (Year): 40 (1996)
Issue (Month): 1-2 (February)
Pages: 105-126
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Handle: RePEc:eee:inecon:v:40:y:1996:i:1-2:p:105-126

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Web page: http://www.elsevier.com/locate/inca/505552

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  1. Paul Fenton & Alain Paquet, 1997. "International Interest Rate Differentials: The Interaction with Fiscal and Monetary Variables, and the Business Cycle," Cahiers de recherche CREFE / CREFE Working Papers 56, CREFE, Université du Québec à Montréal, revised Jan 1998. [Downloadable!]
  2. Martin O'Brien, 2007. "Real Interest Parity in the EU and the Consequences for Euro Area Membership: Panel Data Evidence, 1979-2005," Papers WP183, Economic and Social Research Institute (ESRI). [Downloadable!]
  3. Eiji Fujii & Menzie D. Chinn, 2000. "Fin de Siecle Real Interest Parity," NBER Working Papers 7880, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Somchai Amornthum & Carl Bonham, 2008. "Financial Integration in the Pacific Basin Region: RIP by PANIC Attack?," Working Papers 200802, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
  5. Alex Luiz Ferreira, 2004. "Leaning Against the Parity," Studies in Economics 0413, Department of Economics, University of Kent. [Downloadable!]
  6. Alex Luiz Ferreira & Miguel León-Ledesma, 2003. "Does the Real Interest Parity Hypothesis Hold? Evidence for Developed and Emerging Markets," Studies in Economics 0301, Department of Economics, University of Kent. [Downloadable!]
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  7. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers 2007_21, Department of Economics, University of Glasgow. [Downloadable!]
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