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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Caramazza, Francesco
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 1993.
श्रृंखला:IMF Working Papers; Working Paper ; No. 1993/001
ऑनलाइन पहुंच:Full text available on IMF