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Author : J. T. Kneeshaw
Publisher :
ISBN 13 :
Total Pages : 76 pages
Book Rating : 4.3/5 (243 download)
Download or read book International Interest Rate Relationships written by J. T. Kneeshaw and published by . This book was released on 1985 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : James R Lothian
Publisher : World Scientific
ISBN 13 : 9813148314
Total Pages : 820 pages
Book Rating : 4.8/5 (131 download)
Download or read book Essays in International Money and Finance written by James R Lothian and published by World Scientific. This book was released on 2017-06-29 with total page 820 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of the book is to make the author's scholarly research in the areas of international finance and monetary economics easily accessible to other researchers and students. The articles included in the book span a wide range. The topics include the behavior of the three key relations in international finance, purchasing power parity, interest rate parity and real interest rate equality, the relation between money and other key economic variables, financial globalization and the transmission of economic disturbances internationally.
Author : Helmut W. Mayer
Publisher :
ISBN 13 :
Total Pages : 67 pages
Book Rating : 4.:/5 (116 download)
Download or read book International Interest Rate Relationships written by Helmut W. Mayer and published by . This book was released on 1985 with total page 67 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mr.Francisco Nadal De Simone
Publisher : International Monetary Fund
ISBN 13 : 1451856164
Total Pages : 42 pages
Book Rating : 4.4/5 (518 download)
Download or read book Nominal Exchange Rates and Nominal Interest Rate Differentials written by Mr.Francisco Nadal De Simone and published by International Monetary Fund. This book was released on 1999-10-01 with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper reexamines some unsettled theoretical and empirical issues regarding the relationship between nominal exchange rates and interest rate differentials and provides a model for the behavior of exchange rates in the long run, where interest rates are determined in the bond market. The model predicts that an increase in the interest rate differential appreciates the home currency. We test the model for the U.S. dollar against the Deutsche mark, the British pound, the Japanese yen, and the Canadian dollar. The first two pairs of exchange rates—for which purchasing power parity seems to hold—display a strong relationship with interest rate differentials.
Author : Mr.Jun Nagayasu
Publisher : International Monetary Fund
ISBN 13 : 1451845553
Total Pages : 13 pages
Book Rating : 4.4/5 (518 download)
Download or read book The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials written by Mr.Jun Nagayasu and published by International Monetary Fund. This book was released on 1999-03-01 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper empirically examines the long-run relationship between real exchange rates and real interest rate differentials over the recent floating exchange rate period, using a panel cointegration method, with data for a set of industrialized countries. The paper finds evidence of statistically significant long-run relationships and plausible point estimates, which contrasts with much existing evidence. The failure of others to establish such relationships may reflect the estimation method they use rather than any inherent deficiency of the fundamentals-based models.
Author : Mr.Romain M Veyrune
Publisher : International Monetary Fund
ISBN 13 : 1484351975
Total Pages : 37 pages
Book Rating : 4.4/5 (843 download)
Download or read book Relationship Between Short-Term Interest Rates and Excess Reserves written by Mr.Romain M Veyrune and published by International Monetary Fund. This book was released on 2018-04-09 with total page 37 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper models the relationship between short-term rates and excess reserves in an interest rate corridor as a logistic function estimated for the Eurosystem. The estimate helps to identify conditions in which short-term rates become unanchored, that is, they move away from the policy rates and become more volatile within the interest rate corridor defined by the interest rates of the central bank’s standing facilities. These conditions are attributed to coordination failures among counterparties at open market operations under fixed-rate and full-allotment procedures in the context of segmented markets. A model of the functioning of segmented markets describes how “un-anchoring” takes place when counterparties pursue bidding strategies optimal from an individual perspective but sub-optimal from an aggregate perspective.
Author : Thomas Oatley
Publisher : Edward Elgar Publishing
ISBN 13 : 0857938371
Total Pages : 507 pages
Book Rating : 4.8/5 (579 download)
Download or read book Handbook of the International Political Economy of Monetary Relations written by Thomas Oatley and published by Edward Elgar Publishing. This book was released on 2014-06-27 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: This extensive Handbook provides an in-depth exploration of the political economy dynamics associated with the international monetary and financial systems. Leading experts offer a fresh take on research into the interaction between system structure, t
Author : Michael D. Bordo
Publisher : University of Chicago Press
ISBN 13 : 022605151X
Total Pages : 453 pages
Book Rating : 4.2/5 (26 download)
Download or read book Strained Relations written by Michael D. Bordo and published by University of Chicago Press. This book was released on 2015-03-02 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the twentieth century, foreign-exchange intervention was sometimes used in an attempt to solve the fundamental trilemma of international finance, which holds that countries cannot simultaneously pursue independent monetary policies, stabilize their exchange rates, and benefit from free cross-border financial flows. Drawing on a trove of previously confidential data, Strained Relations reveals the evolution of US policy regarding currency market intervention, and its interaction with monetary policy. The authors consider how foreign-exchange intervention was affected by changing economic and institutional circumstances—most notably the abandonment of the international gold standard—and how political and bureaucratic factors affected this aspect of public policy.
Author : Anthony Q. Chua
Publisher : Ann Arbor, Mich. : University Microfilms International
ISBN 13 :
Total Pages : 602 pages
Book Rating : 4.3/5 (129 download)
Download or read book The Relationship Between United States and Foreign Interest Rates written by Anthony Q. Chua and published by Ann Arbor, Mich. : University Microfilms International. This book was released on 1981 with total page 602 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates written by and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: In an open economy, the scope for activist stabilization policy depends on the nature of the linkages between domestic and international markets for goods and assets. Two important relationships--purchasing power parity and uncovered interest-rate parity--have received extensive empirical attention in recent years and are fundamental building blocks of several empirical ex- change rate models. This paper reviews and extends recent econometric findings on these two classical parity relationships and on their corollary, the international equality of expected real interest rates. Econometric tests assuming rationality of expectations are on the whole unfavorable to the classical parity relationships: with few exceptions, they are strongly rejected. A central theme in the review of empirical work is the conditional heteroskedasticity of inflation and exchange rate forecast errors and the bias this statistical problem may impart to tests of inter- national parity relationships. The paper proposes and implements a test for conditional heteroskedasticity which in many cases produces strong evidence that the problem is indeed important.
Author : S. Leonard Arnold
Publisher :
ISBN 13 :
Total Pages : 160 pages
Book Rating : 4.:/5 (344 download)
Download or read book The Relationship of Domestic Interest Rates to Foreign Exchange Rate Differentials written by S. Leonard Arnold and published by . This book was released on 1939 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gunter Dufey and Arvind K. Jain
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.L/5 ( download)
Download or read book A Survey: The Theory of International Interest and Exchange Rates Working Paper 162 written by Gunter Dufey and Arvind K. Jain and published by . This book was released on 1977 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mr.Zhongxia Jin
Publisher : International Monetary Fund
ISBN 13 : 1451848927
Total Pages : 29 pages
Book Rating : 4.4/5 (518 download)
Download or read book The Dynamics of Real Interest Rates, Real Exchange Rates and the Balance of Payments in China written by Mr.Zhongxia Jin and published by International Monetary Fund. This book was released on 2003-04-01 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Based on China's experience between 1980 and 2002, a cointegrated vector autoregression model was established to explore the relationships among real interest rates, real exchange rates and balance of payments in China. Taking into account institutional changes, the empirical study shows that significant and usually non-monotonic interactions exist between these three variables. The paper discusses theoretical and policy implications of the empirical result.
Author : Michael G. Porter
Publisher :
ISBN 13 :
Total Pages : 214 pages
Book Rating : 4.F/5 ( download)
Download or read book International Interest Rate Differentials as Behavior Towards Exchange Rate Expectations written by Michael G. Porter and published by . This book was released on 1971 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bruce G. Resnick
Publisher :
ISBN 13 :
Total Pages : 36 pages
Book Rating : 4.:/5 (318 download)
Download or read book International Parity Relationships and Tests for Risk Premia in Forward Foreign Exchange Rates written by Bruce G. Resnick and published by . This book was released on 1990 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Leland B. Yeager
Publisher : New York : Harper & Row
ISBN 13 :
Total Pages : 520 pages
Book Rating : 4.F/5 ( download)
Download or read book International Monetary Relations: Theory, History, and Policy written by Leland B. Yeager and published by New York : Harper & Row. This book was released on 1966 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Sami Geadah
Publisher :
ISBN 13 :
Total Pages : 119 pages
Book Rating : 4.:/5 (53 download)
Download or read book The international bond market written by Sami Geadah and published by . This book was released on 1980 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt:
