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Citations for "Fin de Siecle Real Interest Parity"

by Eiji Fujii & Menzie D. Chinn

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  1. Ramkishen S. Rajan & Reza Y. Siregar & Tony Cavoli, 2006. "Financial Integration in East Asia: How Far? How Much Further to Go?," Working Papers, eSocialSciences id:372, eSocialSciences.
  2. Chaboud, Alain P. & Wright, Jonathan H., 2005. "Uncovered interest parity: it works, but not for long," Journal of International Economics, Elsevier, Elsevier, vol. 66(2), pages 349-362, July.
  3. Riedel, Jana, 2013. "Real interest rate convergence among G7 countries," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association 79928, Verein für Socialpolitik / German Economic Association.
  4. Jean-Christian Lambelet & Alexander Mihailov, 2006. "The Triple-Parity Law," Computing in Economics and Finance 2006, Society for Computational Economics 33, Society for Computational Economics.
  5. Sekioua, Sofiane H., 2008. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the largest root and the half-life," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(1), pages 76-101, February.
  6. Chan, Tze-Haw, 2002. "Dynamic financial linkages among the Asia Pacific economies: an empirical assessment of real interest parity condition," MPRA Paper, University Library of Munich, Germany 34642, University Library of Munich, Germany.
  7. Rashid, Abdul & Ling, Jeffrey, 2009. "Fundamentals and Exchange Rates: Evidence from ASEAN-5," MPRA Paper, University Library of Munich, Germany 22451, University Library of Munich, Germany.
  8. Michael G. Arghyrou & Andros Gregoriou & Alexandros Kontonikas, 2007. "Do real interest rates converge? Evidence from the European Union," Working Papers, Business School - Economics, University of Glasgow 2007_21, Business School - Economics, University of Glasgow.
  9. Oscar Jorda, 2010. "Carry Trade," Working Papers, University of California, Davis, Department of Economics 1019, University of California, Davis, Department of Economics.
  10. George Bagdatoglou & Alexandros Kontonikas, 2011. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," Review of International Economics, Wiley Blackwell, Wiley Blackwell, vol. 19(4), pages 718-727, 09.
  11. Chinn, Menzie & Frankel, Jeffrey A., 2003. "The Euro Area and World Interest Rates," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz qt9823140f, Department of Economics, UC Santa Cruz.
  12. Jordà, Òscar & Taylor, Alan M., 2012. "The carry trade and fundamentals: Nothing to fear but FEER itself," Journal of International Economics, Elsevier, Elsevier, vol. 88(1), pages 74-90.
  13. 300, 2004. "Persistence and the Role of Exchange Rate and Interest Rate Inertia in Monetary Policy," Working Papers Central Bank of Chile, Central Bank of Chile 300, Central Bank of Chile.
  14. Ferreira, Alex Luiz & Leon-Ledesma, Miguel A., 2007. "Does the real interest parity hypothesis hold? Evidence for developed and emerging markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(3), pages 364-382, April.
  15. Andrew Wood & Jerry Coakley & Ana-Maria Fuertes, 2003. "A New Interpretation of the Exchange Rate - Yield Differential Nexus," Computing in Economics and Finance 2003, Society for Computational Economics 160, Society for Computational Economics.
  16. Rodrigo Caputo, 2009. "External Shocks and Monetary Policy. Does it Pay to Respond to Exchange Rate Desviations?," Revista de Analisis Economico – Economic Analysis Review, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines, vol. 24(1), pages 55-99, Junio.
  17. Sofiane H. Sekioua, 2004. "Real interest parity (RIP) over the 20th century: New evidence based on confidence intervals for the dominant root and half-lives of shocks," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group 91, Money Macro and Finance Research Group.
  18. Rodrigo Caputo, 2004. "Exchange Rates, Inflation and Monetary Policy Objectives in Open Economies: The Experience of Chile," Econometric Society 2004 Latin American Meetings, Econometric Society 298, Econometric Society.
  19. Maurice Obstfeld & Alan M. Taylor, 2003. "Globalization and Capital Markets," NBER Chapters, National Bureau of Economic Research, Inc, in: Globalization in Historical Perspective, pages 121-188 National Bureau of Economic Research, Inc.
  20. Òscar Jordà & Alan M. Taylor, 2011. "Performance Evaluation of Zero Net-Investment Strategies," NBER Working Papers, National Bureau of Economic Research, Inc 17150, National Bureau of Economic Research, Inc.
  21. TRIANDAFIL, Cristina Maria, 2013. "Sustainability of convergence in the context of macro-prudential policies in the European Union," Working Papers of National Institute of Economic Research, National Institute of Economic Research 130618, National Institute of Economic Research.
  22. Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Hamzah, Nor Aishah, 2013. "Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model," Economic Modelling, Elsevier, Elsevier, vol. 35(C), pages 634-642.
  23. Ana-Maria Fuertes & Jerry Coakley & Andrew Wood, 2004. "A new interpretation of the real exchange rate - yield differential nexus," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 32, Money Macro and Finance Research Group.