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Original Articles

Uncovered interest parity and the peso problem: the Brazilian case

Pages 179-181 | Published online: 06 Oct 2010

References

  • Frankel , J. A. 1992 . Measuring international capital mobility: a review . American Economic Review , May : 197 – 202 .
  • Krasker , W. S. 1980 . The ‘peso problem’ in testing efficiency of forward exchange markets . Journal of Monetary Economics , 6 : 269 – 276 .
  • Mark , N. C. and Wu , Y. 1998 . Rethinking deviations from uncovered interest parity: the role of covariance risk and noise . Economic Journal , 108 ( 451 ) : 1686 – 1706 .
  • Meredith , G. and Chinn , M. D. November 1998 . Long-horizon uncovered interest rate parity , NBER Working Paper, no. 6797 November ,

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