Political vs. Currency Premia in International Real Estate Differentials: A Study of Forward Rates for 24 Countries

Jeffrey Frankel and Alan T. MacArthur

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: covered interest parity; forward exchange rates; international capital mobility; risk premium; real interest rate; Social and Behavioral Sciences (search for similar items in EconPapers)
Date: 1987-12-07
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Citations: View citations in EconPapers (3)

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