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Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s Author info | Abstract | Publisher info | Download info | Related research | Statistics Robert P. Flood
Andrew K. Rose
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Paper provided by International Monetary Fund in its series IMF Working Papers with number
01/207.
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Length: 15 pages
Date of creation: 28 Dec 2001Date of revision:
Handle: RePEc:imf:imfwpa:01/207Contact details of provider: Postal: International Monetary Fund, Washington, DC USA Phone: (202) 623-7000 Fax: (202) 623-4661 Email: Web page: http://www.imf.org/external/pubind.htm More information through EDIRC
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Keywords: Interest rate policy ; Exchange rates ; Financial crisis ; Developed countries ; Developing countries ; Economic models ; Other versions of this item:
References listed on IDEAS 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.: Froot, Kenneth A & Thaler, Richard H, 1990.
"Foreign Exchange ,"
Journal of Economic Perspectives ,
American Economic Association, vol. 4(3), pages 179-92, Summer.
[Downloadable!] (restricted)
Newey, Whitney K & West, Kenneth D, 1987.
"A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix ,"
Econometrica ,
Econometric Society, vol. 55(3), pages 703-08, May.
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Other versions: Lewis, Karen K., 1995.
"Puzzles in international financial markets ,"
Handbook of International Economics ,
in: G. M. Grossman & K. Rogoff (ed.), Handbook of International Economics, edition 1, volume 3, chapter 37, pages 1913-1971
Elsevier.
[Downloadable!] (restricted)
Rose, Andrew K. & Svensson, Lars E. O., 1994.
"European exchange rate credibility before the fall ,"
European Economic Review ,
Elsevier, vol. 38(6), pages 1185-1216, June.
[Downloadable!] (restricted)
Other versions:
Rose, A.K. & Svensson, L.E.O., 1993.
"European Exchange Rate Credibility Before the Fall ,"
Papers
542, Stockholm - International Economic Studies.
Rose, Andrew K & Svensson, Lars E O, 1993.
"European Exchange Rate Credibility Before the Fall ,"
CEPR Discussion Papers
852, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Andrew K. Rose & Lars E.O. Svensson, 1993.
"European Exchange Rate Credibility Before the Fall ,"
NBER Working Papers
4495, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Chinn, Menzie & Meredith, Guy, 2000.
"Testing Uncovered Interest Parity at Short and Long Horizons ,"
Discussion Paper Series
26355, Hamburg Institute of International Economics.
[Downloadable!]
Flood, Robert P. & Garber, Peter M., 1984.
"Collapsing exchange-rate regimes : Some linear examples ,"
Journal of International Economics ,
Elsevier, vol. 17(1-2), pages 1-13, August.
[Downloadable!] (restricted)
Bensaid, B.B. & Jeanne, O., 1995.
"The Instability of Fixed Exchange Rate Systems when Raising the Nominal Interest Rate is Costly ,"
Papers
9536, Tilburg - Center for Economic Research.
Other versions: Bansal, Ravi & Dahlquist, Magnus, 2000.
"The forward premium puzzle: different tales from developed and emerging economies ,"
Journal of International Economics ,
Elsevier, vol. 51(1), pages 115-144, June.
[Downloadable!] (restricted)
Amartya Lahiri & Carlos A. Vegh, 2000.
"Delaying the Inevitable: Optimal Interest Rate Policy and BOP Crises ,"
NBER Working Papers
7734, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Krugman, Paul, 1979.
"A Model of Balance-of-Payments Crises ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 11(3), pages 311-25, August.
[Downloadable!] (restricted)
Boorman, Jack & Lane, Timothy & Schulze-Ghattas, Marianne & Bulir, Ales & Ghosh, Atish R. & Hamann, Javier & Mourmouras, Alex & Phillips, Steven, 2000.
"Managing financial crises: the experience in East Asia ,"
Carnegie-Rochester Conference Series on Public Policy ,
Elsevier, vol. 53(1), pages 1-67, December.
[Downloadable!] (restricted)
Other versions: M. Chinn & G. Meredith, .
"Interest Parity at Short and Long Horizons ,"
Sonderforschungsbereich 373
2000-44, Humboldt Universitaet Berlin.
Jeanne, Olivier & Rose, Andrew K, 1999.
"Noise Trading and Exchange Rate Regimes ,"
CEPR Discussion Papers
2142, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions:
Olivier Jeanne & Andrew K Rose, 1999.
"Noise trading and exchange rate regimes ,"
Reserve Bank of New Zealand Discussion Paper Series
G99/2, Reserve Bank of New Zealand.
[Downloadable!] Olivier Jeanne & Andrew K. Rose, 1999.
"Noise Trading and Exchange Rate Regimes ,"
NBER Working Papers
7104, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Olivier Jeanne & Andrew K. Rose, 2002.
"Noise Trading And Exchange Rate Regimes ,"
The Quarterly Journal of Economics ,
MIT Press, vol. 117(2), pages 537-569, May.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , 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.)
George Bagdatoglou & Alexandros Kontonikas, 2009.
"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks ,"
Working Papers
2009_17, Department of Economics, University of Glasgow.
[Downloadable!]
Arnaud Mehl & Lorenzo Cappiello, 2007.
"Uncovered interest oparity at distant horizons - evidence on emerging economies & nonlinearities ,"
Working Paper Series
801, European Central Bank.
[Downloadable!]
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