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Interest rate parity:


Title: Capital Market Integration in the Pacific Basin Region: An Analysis of Real Interest Rate Linkages

Author: Phylaktis, Kate

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: Exchange Rate Economics: A Survey

Author: Taylor, P. Mark ; MacDonald, Ronald

Series: Working Paper No. 1991/062

Date: June 1, 1991

Notes: Also published in Staff Papers, Vol. 39, No. 1, March 1992.

Subject: Currencies Exchange rate modelling Exchange rates Financial services Foreign exchange Interest rate parity Money Purchasing power parity

Title: Uncovered Interest Parity

Author: Isard, Peter

Series: Working Paper No. 1991/051

Date: May 1, 1991

Subject: Currencies Exchange rates Forward exchange rates Interest rate parity Spot exchange rates

Title: Interest Rates in Mexico: The Role of Exchange Rate Expectations and International Creditworthiness

Author: Khor, Hoe ; Rojas-Suárez, Liliana

Series: Working Paper No. 1991/012

Date: January 1, 1991

Notes: Explores how interest rates on domestic financial assets in Mexico are linked to expectations of exchange rate changes and to perceptions about the default risks contained in Mexico's external debt. Also published in Staff Papers, Vol. 38, No. 4, December 1991.

Subject: Domestic debt Exchange rate adjustments Exchange rates External debt Financial services Foreign exchange Interest rate parity Public debt


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