Currency Fluctuations vs. Interest and Inflation Differentials : Does the Double Equality Hold ?
Combining, as it does, three fundamental propositions ( uncovered interest rate parity, relative PPP, international equalization of the real return on capital), the double equality is found to hold in the long run with a striking degree of precision and reability when tested by means of a sample of 18 industrialized OECD countries over the 1976-1994 period.
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|Date of creation:||Feb 1996|
|Contact details of provider:|| Postal: Université de Lausanne, Faculté des HEC, DEEP, Internef, CH-1015 Lausanne|
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Web page: http://www.hec.unil.ch/deep/publications/cahiers/series
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