IMF Publications by Subject
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Interest rate parity:
2012
Title: Deciding to Enter a Monetary Union: TheRole of Trade and Financial Linkages
Series: Working Paper No. 2012/240
Date: October 2, 2012
Subject: Consumption Currencies Economic integration Financial crises Financial services Foreign exchange Interest rate parity Monetary unions Money National accounts Real exchange rates
2011
Title: Interpreting Currency Movements During the Crisis: What's the Role of Interest Rate Differentials?
Series: Working Paper No. 2011/014
Date: January 1, 2011
Subject: Currencies Exchange rate adjustments Exchange rates Financial crises Financial services Foreign exchange Interest rate parity Money
2010
Title: Measuring Financial Barriers Among East African Community Countries
Series: Working Paper No. 2010/194
Date: August 1, 2010
Subject: Currencies Currency markets Financial markets Financial services Foreign exchange Interbank rates Interest rate parity Money
2008
Title: Perspectives on High Real Interest Rates in Turkey
Series: Working Paper No. 2008/251
Date: October 1, 2008
Subject: Exchange rate risk Inflation Interest rate parity Real interest rates Return on investment
2006
Title: Testing Real Interest Parity in Emerging Markets
Series: Working Paper No. 2006/249
Date: November 1, 2006
Subject: Inflation Interest rate parity Market interest rates Real interest rates Securities markets
Title: Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle
Series: Working Paper No. 2006/136
Date: May 1, 2006
Subject: Currencies Exchange rates Financial services Foreign exchange Forward exchange rates Interest rate parity Money Spot exchange rates
Title: Uncovered Interest Parity
Series: Working Paper No. 2006/096
Date: April 1, 2006
Subject: Currencies Exchange rates Forward exchange rates Interest rate parity Spot exchange rates
2004
Title: Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
Series: Working Paper No. 2004/073
Date: April 1, 2004
Subject: Exchange rate modelling Exchange rates Financial services Foreign exchange Interest rate modelling Interest rate parity Purchasing power parity
2003
Title: Medium-Term Exchange Rate Forecasting: What Can We Expect?
Series: Working Paper No. 2003/021
Date: January 1, 2003
Subject: Exchange rate adjustments Exchange rates Financial services Foreign exchange Interest rate parity Purchasing power parity Real effective exchange rates
2002
Title: The Forward Premium Puzzle Revisited
Series: Working Paper No. 2002/028
Date: February 1, 2002
Subject: Currency markets Exchange rate adjustments Exchange rates Financial markets Financial services Foreign exchange Inflation Interest rate parity Prices