Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/68117
Authors: 
Ferreira, Alex Luiz
Year of Publication: 
2004
Series/Report no.: 
Department of Economics Discussion Paper, University of Kent 04,07
Abstract: 
The variance of real interest rate differentials (rids) is decomposed between ex post deviations from relative purchasing power parity and uncovered interest rate parity (UIRP) for a set of emerging markets from 1995M5 to 2004M3. The results point out to
JEL: 
F32
F36
F21
Document Type: 
Working Paper

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