Arbeitspapier
Are real interest differentials caused by frictions in goods or assets markets, real or nominal shocks?
The variance of real interest rate differentials (rids) is decomposed between ex post deviations from relative purchasing power parity and uncovered interest rate parity (UIRP) for a set of emerging markets from 1995M5 to 2004M3. The results point out to
- Sprache
-
Englisch
- Erschienen in
-
Series: Department of Economics Discussion Paper ; No. 04,07
- Klassifikation
-
Wirtschaft
Current Account Adjustment; Short-term Capital Movements
Financial Aspects of Economic Integration
International Investment; Long-term Capital Movements
- Thema
-
Realzins
Zinsparität
Kaufkraftparität
VAR-Modell
Schätzung
Schwellenländer
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Ferreira, Alex Luiz
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Kent, Department of Economics
- (wo)
-
Canterbury
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Ferreira, Alex Luiz
- University of Kent, Department of Economics
Entstanden
- 2004
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