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Volumn 31, Issue 4, 1998, Pages 837-851

A re-examination of real interest rate parity

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; INTEREST RATE; REGIONAL ECONOMY;

EID: 0032420192     PISSN: 00084085     EISSN: None     Source Type: Journal    
DOI: 10.2307/136495     Document Type: Article
Times cited : (51)

References (27)
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    • Cumby, Robert E., and Maurice Obstfeld (1984) 'International interest rate and price level linkage under flexible exchange rates: a review of recent evidence,' in Exchange Rate Theory and Practice, ed. J.F.O. Bilson and R. Marston (Chicago: University of Chicago Press)
    • (1984) Exchange Rate Theory and Practice
    • Cumby, R.E.1    Obstfeld, M.2
  • 4
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    • Distribution of the estimators for autoregressive time series with a unit root
    • Dickey, David, and Wayne Fuller (1979) 'Distribution of the estimators for autoregressive time series With a unit root,' Journal of the American Statistical Association 74, 427-31
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  • 6
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    • Edison, Halt J., and Dianne Pauls (1993) 'A re-assessment of the relationship between real exchange rates and real interest rates: 1974-1990,' Journal of Monetary Economics 31, 165-87
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  • 9
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    • Frankel, J.1
  • 10
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    • 0030305869 scopus 로고    scopus 로고
    • Panel unit root tests and real exchange rates
    • MacDonald, Royland (1996) 'Panel unit root tests and real exchange rates.' Economics Letters 50, 7-11
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    • Was it real? The exchange rate-interest differential relation over the modern floating rate period
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  • 18
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    • Are real interest rates equal across countries? An empirical investigation of international parity conditions
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.