<title language="por">Real interest parity decomposition

The aim of this paper is to investigate the general causes of real interest rate differentials (rids) for a sample of emerging markets for the period of January 1996 to August 2007. To this end, two methods are applied. The first consists of breaking the variance of rids down into relative purchasin...

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Bibliographic Details
Main Authors: Alex Luiz Ferreira, Roseli da Silva
Format: Article
Language:English
Published: Universidade de São Paulo 2009-09-01
Series:Estudos Econômicos
Subjects:
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-41612009000300002