Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations
June 1, 1999
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Format: Chicago
Summary
Subject: Exchange rates, Financial services, Foreign exchange, Interest rate parity, Long term interest rates, National accounts, Return on investment, Yield curve
Keywords: Cross-currency interest rate, Europe, Exchange rate expectations, Exchange rate movement, Exchange rates, Financial market, Global, Interest parity relations, Interest rate development, Interest rate differential, Interest rate parity, Interest rate run-up, Long term interest rates, Monetary policy, Return on investment, Risk premium, Run-ups in Europe, WP, Yield curve
Publication Details
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Pages:
28
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 1999/081
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Stock No:
WPIEA0811999
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ISBN:
9781451850345
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ISSN:
1018-5941