IMF Publications by Subject
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Interest rate parity:
2001
Title: Uncovered Interest Parity in Crisis: The Interest Rate Defense in the 1990s
Series: Working Paper No. 2001/207
Date: December 1, 2001
Subject: Conventional peg Exchange rate adjustments Exchange rate arrangements Exchange rates Financial services Foreign exchange Interest rate parity
2000
Title: An Interest Rate Defense of a Fixed Exchange Rate?
Series: Working Paper No. 2000/159
Date: October 1, 2000
Subject: Conventional peg Currencies Demand for money Exchange rates Financial services Foreign exchange Interest rate parity Money
Title: Misalignment and Managed Exchange Rates: An Application to the Thai Baht
Series: Working Paper No. 2000/063
Date: March 1, 2000
Subject: Exchange rate arrangements Exchange rates Financial services Foreign exchange Interest rate parity Managed exchange rates Real exchange rates
1999
Title: Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations
Series: Working Paper No. 1999/081
Date: June 1, 1999
Subject: Exchange rates Financial services Foreign exchange Interest rate parity Long term interest rates National accounts Return on investment Yield curve
1998
Title: Deviations From Uncovered Interest Parity: A Global Guide to Where the Action Is
Series: Working Paper No. 1998/117
Date: August 1, 1998
Subject: Econometric analysis Exchange rate adjustments Financial services Foreign exchange Interest rate parity Real exchange rates Real interest rates Vector autoregression
Title: Developing Countries and the Feldstein-Horioka Puzzle
Series: Working Paper No. 1998/002
Date: January 1, 1998
Subject: Balance of payments Capital inflows Domestic savings Financial integration Financial services Income Interest rate parity National accounts Population and demographics Population growth
1997
Title: Possible Effects of European Monetary Union on Switzerland: A Case Study of Policy Dilemmas Caused by Low Inflation and the Nominal Interest Rate Floor
Series: Working Paper No. 1997/023
Date: March 1, 1997
Subject: Exchange rates Financial services Foreign exchange Inflation Interest rate parity Prices Real exchange rates Short term interest rates
1996
Title: Capital Mobility and Exchange Market Intervention in Developing Countries
Series: Working Paper No. 1996/131
Date: November 1, 1996
Subject: Balance of payments Capital controls Capital flows Currencies Financial services Interest rate parity Monetary base Money
1995
Title: Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages
Series: Working Paper No. 1995/133
Date: December 1, 1995
Notes: Examines comovements of real interest rates in Japan, Singapore, Hong Kong, Taiwan Province of China, Malaysia, and Korea.
Subject: Balance of payments Capital controls Capital market integration Economic integration Financial services Interest rate parity Market interest rates Real interest rates
Title: Current Account Surpluses and the Interest Rate Island in Switzerland
Series: Working Paper No. 1995/024
Date: February 1, 1995
Subject: Balance of payments Current account surpluses External position Financial services Foreign assets Foreign exchange Interest rate parity Purchasing power parity Real interest rates