Does the real interest parity hypothesis hold? Evidence for developed and emerging markets

Journal of International Money and Finance

Volumn 26, Issue 3, 2007, Pages 364-382

  Ferreira, Alex Luiz ^a   León Ledesma, Miguel A ^b  

^a Department of Economics ^*  (Brazil)

^b UNIVERSITY OF KENT   (United Kingdom)

Author keywords

Asymmetric adjustment; Market integration; Real interest rate differentials; Unit roots

Indexed keywords

EID: 33845884760     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2006.11.003     Document Type: Article

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