Open AccessPurchasing Power Parity and Uncovered Interest Rate Parity: The United States 1974 - 1990
Author(s) -
Hali J. Edison,
William R. Melick
Publication year - 1992
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1992.425
Subject(s) - purchasing power parity , interest rate parity , relative purchasing power parity , international fisher effect , exchange rate , parity (physics) , econometrics , economics , cointegration , covered interest arbitrage , interest rate , multivariate statistics , us dollar , liberian dollar , fisher hypothesis , real interest rate , monetary economics , statistics , mathematics , physics , finance , particle physics