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On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets

Minford, Anthony Patrick Leslie and Peel, David 2007. On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets. Open Economies Review 18 (1) , pp. 119-125. 10.1007/s11079-007-9002-3

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Abstract

The purpose in this note is first to review briefly the empirical results on the relationship between real interest rates and real exchange rates; this empirical literature provides little support for the hypothesis of Roll that expected real interest rates are equal in general. Our second aim is to discuss the theoretical conditions that have to be met for his hypothesis to hold.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
Uncontrolled Keywords: Real interest rates; Real exchange rates; Roll; F31; C22; C51; Industry Sectors
Publisher: Springer
ISSN: 0923-7992
Last Modified: 04 Jun 2017 04:23
URI: http://orca.cf.ac.uk/id/eprint/37877

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