Now showing items 1-10 of 7357
The Impact of Exchange Rate Regime on Interest Rates in Latin America
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2010)
The Behavior of Interest Rate Differentials under Shifting Exchange Rate Regimes: The Experience of Chile, Colombia and Israel
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2005)
ON THE REALTIONSHIP BETWEEN EXCHANGES RATES AND INTEREST RATES: EVIDENCE FROM THE SOUTHERN CONE
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2004)
Term Structure of Interest Rates Changes during International Financial Crises: The case of Argentina vs. USA
(Universidad de San Andrés. Departamento de Economía, 2000-04)
Systemic risk, dollarization, and interest rates in emerging markets: a panel-based approach
(Oxford Univ Press, 2009)
This study investigates the impact of systemic risks and financial dollarization on real interest rates in emerging economies. Higher systemic risks induce both higher real interest rates and increased dollarization. Using ...
Direction of interest rate movements and interest rate trends of mexican treasury securities
(Journal of Internacional Finance and Economics, 2009)
Are interest rate options important for the assessment of interest rate risk?
(Banco Central do Brasil, 2009-08)
Fixed income options contain substantial information on the price of interest rate volatility risk. In this paper, we ask if those options will also provide information related to other moments of the objective distribution ...
Deviations from covered interest parity: the role played by fundamentals, financial and political turmoils and market frictions
Recent works for mature markets on covered interest parity suggest that deviations are mean reverting but persistent particularly after 2008 crisis (Du et al., 2018). Our study aims to contribute to the literature by ...