French-German Interest Rate Differentials and Time-Varying Realignment Risk /
This paper explores the determinants of expected rates of realignment of the French franc/Deutsche mark exchange rate during the period 1987-1991. It does so by first estimating expected parity changes and then relating these to economic variables that are believed to influence agents' realignm...
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| Format: | Tidsskrift |
| Sprog: | English |
| Udgivet: |
Washington, D.C. :
International Monetary Fund,
1993.
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| Serier: | IMF Working Papers; Working Paper ;
No. 1993/001 |
| Online adgang: | Full text available on IMF |