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...
| 1. autor: | |
|---|---|
| Format: | Czasopismo |
| Język: | English |
| Wydane: |
Washington, D.C. :
International Monetary Fund,
1996.
|
| Seria: | IMF Working Papers; Working Paper ;
No. 1996/041 |
| Dostęp online: | Full text available on IMF |