Real interest rate parity: Decomposition of financial and comercial components in the case of Colombia

Sergio Clavijo
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Sergio Clavijo: Minister of Finance of Colombia

Estudios Económicos, 1996, vol. 11, issue 1, 117-140

Abstract: The concept of interest rate parity is here revisited, emphasizing the different results that are obtained when the analysis is made either using a nominal interest rate difference, adjusted by the actual or expected rate of depreciation, or using a real interest rate difference. The results vary according to deviations from purchasing power parity .

Date: 1996
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