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Paridade Descoberta da Taxa de Juros em Países Latino-Americanos

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  • Jaimilton Carvalho

    (UCB)

  • José Angelo Divino

    (UCB)

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  • Jaimilton Carvalho & José Angelo Divino, 2008. "Paridade Descoberta da Taxa de Juros em Países Latino-Americanos," Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting] 200807172349250, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    • Handle: RePEc:anp:en2008:200807172349250
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    File URL: http://www.anpec.org.br/encontro2008/artigos/200807172349250-.pdf
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    References listed on IDEAS

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    1. Montiel, Peter J, 1994. "Capital Mobility in Developing Countries: Some Measurement Issues and Empirical Estimates," The World Bank Economic Review, World Bank, vol. 8(3), pages 311-350, September.
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    3. Jordi Galí & Tommaso Monacelli, 2005. "Monetary Policy and Exchange Rate Volatility in a Small Open Economy," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 72(3), pages 707-734.
    4. Chaboud, Alain P. & Wright, Jonathan H., 2005. "Uncovered interest parity: it works, but not for long," Journal of International Economics, Elsevier, vol. 66(2), pages 349-362, July.
    5. Chinn, Menzie D. & Meredith, Guy, 2000. "Testing uncovered interest parity at short and long horizons," HWWA Discussion Papers 102, Hamburg Institute of International Economics (HWWA).
    6. Jan Marc Berk & Klaas Knot, 2001. "The term structure of UIP: evidence from survey data," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 459-462.
    7. Jaimilton V. Carvalho & Adolfo Sachsida & Paulo R. A. Loureiro & Tito Belchior S. Moreira, 2004. "Uncovered Interest Parity In Argentina, Brazil, Chile, And Mexico: A Unit Root Test Application With Panel Data," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 16(3), pages 263-269, November.
    8. Chinn, Menzie D., 2006. "The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 7-21, February.
    9. Chinn, Menzie David & Meredith, Guy, 2000. "Interest parity at short and long horizons," SFB 373 Discussion Papers 2000,44, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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