ON THE REALTIONSHIP BETWEEN EXCHANGES RATES AND INTEREST RATES: EVIDENCE FROM THE SOUTHERN CONE
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 second statistical moments, i.e. their volatilitie...
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| Autores principales: | , , |
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| Lenguaje: | English |
| Publicado: |
Instituto de Economía, Pontificia Universidad Católica de Chile
2004
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-68212004012200002 |
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