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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Singh, Manmohan, 1964- (Auteur), Banerjee, Abhisek (Auteur)
Collectivité auteur: International Monetary Fund. Middle East and Central Asia Department
Format: Électronique eBook
Langue:Inglés
Publié: Washington, D.C. : International Monetary Fund, Middle East and Central Asia Dept., ©2006.
Collection:IMF working paper ; WP/06/249.
Sujets:
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
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