Mexico's Currency Risk Premia in 1992-1994 : A Closer Look At the Interest Rate Differentials /
This paper studies the behavior of interest rate differentials in Mexico during the 1992-94 period. It shows that the currency risk premia is positively related to the share of peso denominated debt in total debt and that the magnitude of this effect is considerable. For every 1 percentage point inc...
| Autor principal: | |
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| Formato: | Revista |
| Lenguaje: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
1996.
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| Colección: | IMF Working Papers; Working Paper ;
No. 1996/041 |
| Acceso en línea: | Full text available on IMF |