Title of article
When zero interest rate differentials signal a lack of currency peg credibility
Author/Authors
Victoria Miller، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
5
From page
357
To page
361
Abstract
A negative shock to bank insolvency fears causes a positive domestic–foreign interest rate differential if the currency peg is credible and a differential equal to zero if it is not: This is contrary to what is expected from interest rate parity.
Keywords
Interest rate parity , Currency crises
Journal title
Economics Letters
Serial Year
2004
Journal title
Economics Letters
Record number
435368
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