Predicting real exchange rates from real interest rate differentials and net foreign asset stocks: evidence for the mark dollar parity
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Kiel
Inst. of World Economics
1999
|
| Series: | Kieler Arbeitspapiere
962 |
| Subjects: | |
| Item Description: | Literaturverz. S. 31 - 36 |
| Physical Description: | 36 S. graph. Darst. |
Staff View
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| id | DE-604.BV026952026 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T14:56:03Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021613154 |
| oclc_num | 247471837 |
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| physical | 36 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | Inst. of World Economics |
| record_format | marc |
| series | Kieler Arbeitspapiere |
| series2 | Kiel working paper |
| spelling | Meier, Carsten-Patrick Verfasser aut Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity by Carsten-Patrick Meier. Kiel Institute of World Economics Kiel Inst. of World Economics 1999 36 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kiel working paper 962 Literaturverz. S. 31 - 36 Flexibler Wechselkurs (DE-588)4017520-0 gnd rswk-swf US-Dollar (DE-588)4012671-7 gnd rswk-swf Deutsche Mark (DE-588)4012555-5 gnd rswk-swf US-Dollar (DE-588)4012671-7 s Deutsche Mark (DE-588)4012555-5 s Flexibler Wechselkurs (DE-588)4017520-0 s DE-604 Kieler Arbeitspapiere 962 (DE-604)BV000000922 962 |
| spellingShingle | Meier, Carsten-Patrick Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity Kieler Arbeitspapiere Flexibler Wechselkurs (DE-588)4017520-0 gnd US-Dollar (DE-588)4012671-7 gnd Deutsche Mark (DE-588)4012555-5 gnd |
| subject_GND | (DE-588)4017520-0 (DE-588)4012671-7 (DE-588)4012555-5 |
| title | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity |
| title_auth | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity |
| title_exact_search | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity |
| title_full | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity by Carsten-Patrick Meier. Kiel Institute of World Economics |
| title_fullStr | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity by Carsten-Patrick Meier. Kiel Institute of World Economics |
| title_full_unstemmed | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity by Carsten-Patrick Meier. Kiel Institute of World Economics |
| title_short | Predicting real exchange rates from real interest rate differentials and net foreign asset stocks |
| title_sort | predicting real exchange rates from real interest rate differentials and net foreign asset stocks evidence for the mark dollar parity |
| title_sub | evidence for the mark dollar parity |
| topic | Flexibler Wechselkurs (DE-588)4017520-0 gnd US-Dollar (DE-588)4012671-7 gnd Deutsche Mark (DE-588)4012555-5 gnd |
| topic_facet | Flexibler Wechselkurs US-Dollar Deutsche Mark |
| volume_link | (DE-604)BV000000922 |
| work_keys_str_mv | AT meiercarstenpatrick predictingrealexchangeratesfromrealinterestratedifferentialsandnetforeignassetstocksevidenceforthemarkdollarparity |