Exchange rate behaviour with negative interest rates: Some early negative observations
Author:
Affiliation:
1. NUS Business School; National University of Singapore; Singapore
2. Haas School of Business; University of California; Berkeley California
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/1468-0106.12250/fullpdf
Reference7 articles.
1. Arteta , C Kose , M. A. Stocker , M. Taskin , T. 2016 CEPR Discussion Paper
2. Do peso problems explain the returns to the carry trade?;Burnside;Review of Financial Studies,2010
3. The case of the negative nominal interest rates;Cecchetti;Journal of Political Economy,1988
4. Du , W. Tepper , A. Verdelhan , A. 2016 Deviations from covered interest parity
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