Alan T. MacArthur

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

NBER Working Paper No. w2309

Number of pages: 66 Posted: 25 Jun 2004 Last Revised: 26 Oct 2022

Jeffrey A. Frankel and Alan T. MacArthur

Harvard University - Harvard Kennedy School (HKS) and Independent

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Alan T. MacArthur

Independent

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Scholarly Papers (1)

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

Abstract: