Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations
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- Klaas Knot & Jan Marc Berk, 1999. "Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations," IMF Working Papers 99/81, International Monetary Fund.
References listed on IDEAS
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- Hwa-Taek Lee & Gawon Yoon, 2013. "Does purchasing power parity hold sometimes? Regime switching in real exchange rates," Applied Economics, Taylor & Francis Journals, vol. 45(16), pages 2279-2294, June.
More about this item
Keywordsinterest parity relations; exchange rate expectations;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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