La politique monétaire et l'intégration sous régionale
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Aix-Marseille Université, CERGAM in its series CAE Working Papers with number 52.
Length: 17 pages
Date of creation: 2004
Date of revision: 2007
Contact details of provider:
Postal: Clos Guiot Puyricard - CS 30063, 13089 Aix en Provence Cedex 2
Phone: 04 42 28 12 08
Fax: +33 (0)4 42 28 08 00
Web page: http://www.univ-cae.org
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Robert J. Hodrick & Sanjay Srivastava, 1983.
"An Investigation of Risk and Return in Forward Foreign Exchange,"
NBER Working Papers
1180, National Bureau of Economic Research, Inc.
- Hodrick, Robert J. & Srivastava, Sanjay, 1984. "An investigation of risk and return in forward foreign exchange," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 5-29, April.
- Maurice Obstfeld & Kenneth S. Rogoff, 1996. "Foundations of International Macroeconomics," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262150476, January.
- Kamas, Linda, 1995. "Monetary policy and inflation under the crawling peg: Some evidence from VARs for Colombia," Journal of Development Economics, Elsevier, vol. 46(1), pages 145-161, February.
- Savvides, Andreas, 1995. "Economic growth in Africa," World Development, Elsevier, vol. 23(3), pages 449-458, March.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mathieu Bédard).
If references are entirely missing, you can add them using this form.