On the Relationship Between Exchange Rates and Interest Rates: Evidence from the Southern Cone

Ansgar Belke, Kai Geisslreither and Daniel Gros

Latin American Journal of Economics-formerly Cuadernos de Economía, 2004, vol. 41, issue 122, 35-64

Abstract: This paper provides a closer view on the interaction of exchange rate volatility and interest rate volatility in the Mercosur countries. We discuss several models that explain systematic correlations between the movements of both variables and their secon

Keywords: Currency union; exchange rate and interest rate variability; volatility trade-off; Mercosur (search for similar items in EconPapers)
JEL-codes: E42 E52 F42 (search for similar items in EconPapers)
Date: 2004
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Working Paper: On the Relationship Between Exchange Rates and Interest Rates: Evidence from the Southern Cone (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:ioe:cuadec:v:41:y:2004:i:122:p:35-64

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Latin American Journal of Economics-formerly Cuadernos de Economía is currently edited by Raimundo Soto

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