Testing real interest parity in emerging markets /

The paper finds significant deviations between short-term emerging market real interest rates and world real interest rates primarily due to the inflationary expectations of the local investor base. We test for long-run real interest convergence in emerging markets using a time varying panel unit ro...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Singh, Manmohan, 1964- (Author), Banerjee, Abhisek (Author)
Corporate Author: International Monetary Fund. Middle East and Central Asia Department
Format: Electronic eBook
Language:Inglés
Published: Washington, D.C. : International Monetary Fund, Middle East and Central Asia Dept., ©2006.
Series:IMF working paper ; WP/06/249.
Subjects:
Interest rates > Developing countries > Econometric models.
Globalization > Developing countries > Econometric models.
Monetary policy > Developing countries > Econometric models.
Markets > Developing countries.
Interest rates > Developing countries.
Marchés (Économie politique) > Nouveaux pays industrialisés.
Taux d'intérêt > Nouveaux pays industrialisés.
Markets
Interest rates
Economic history
Interest rates > Econometric models
Monetary policy > Econometric models
Developing countries > Economic conditions.
Nouveaux pays industrialisés > Conditions économiques.
Developing countries
Online Access:Texto completo

Internet

Texto completo

Items no disponibles

Holdings details from

Similar Items