Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period-Reference-Cited by-同舟云学术

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Was It Real? The Exchange Rate-Interest Differential Relation over the Modern Floating-Rate Period

Published:1988-09 Issue:4 Volume:43 Page:933-948
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

MEESE RICHARD,ROGOFP KENNETH

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1988.tb02613.x/fullpdf

Reference42 articles.

1. Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations;Cumby;Journal of Econometrics,1983

2. Distribution of the Estimators for Autoregressive Time Series with a Unit Root;Dickey;Journal of the American Statistical Association,1979

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