IMF Publications by Subject
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Interest rate parity:
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
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