I discovered the peso problem: Irving Fisher and the UIP puzzle
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References listed on IDEAS
- Robert W. Dimand, 1999. "Irving Fisher and the Fisher Relation: Setting the Record Straight," Canadian Journal of Economics, Canadian Economics Association, vol. 32(3), pages 744-750, May.
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- Thomas M. Humphrey, 1983. "The early history of the real/nominal interest rate relationship," Economic Review, Federal Reserve Bank of Richmond, issue May, pages 2-10.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lothian, James R., 2016. "Uncovered interest parity: The long and the short of it," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 1-7.
- Nils Herger, 2017. "Testing the interest parity condition with Irving Fisher's example of Indian rupee and sterling bonds in the London financial market (1869 - 1906)," Working Papers 17.04, Swiss National Bank, Study Center Gerzensee.
- Ames, Matthew & Bagnarosa, Guillaume & Peters, Gareth W., 2017. "Violations of uncovered interest rate parity and international exchange rate dependences," Journal of International Money and Finance, Elsevier, vol. 73(PA), pages 162-187.
More about this item
KeywordsExchange rates; Peso problems forward discount bias; International parities; Expectational errors; Irving Fisher;
- F31 - International Economics - - International Finance - - - Foreign Exchange
- B19 - Schools of Economic Thought and Methodology - - History of Economic Thought through 1925 - - - Other
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