Interest Differential is an economic construct that denotes the difference in interest rates between two countries' financial instruments of similar maturity, serving as the key determinant of forward premium or discount in the context of Interest Rate Parity.
219
Publications
11.7K
Citations
323
Authors
194
Institutions
Publications per year
2017–2026
23
Variants
Interest Rate Differential
Parents
Publications
219
Beating the Foreign Exchange Market
Richard J. Sweeney · The Journal of Finance · 1986 · 433 citations
Exchange Rates, Interest Rates, and the Risk Premium
Charles Engel · American Economic Review · 2016 · 346 citations
1–5 of 219
Authors
323
- JA
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- RM
4
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- AV
4
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- HC
3
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- RH
3
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1–5 of 323
Institutions
194
National Bureau of Economic Research
Cambridge, United States
13 h-index
22 publications
2.6K citations
International Monetary Fund
Washington D.C., United States
11 h-index
19 publications
460 citations
Harvard University
Cambridge, United States
4 h-index
6 publications
1.2K citations
Centre for Economic Policy Research
London, United Kingdom
4 h-index
4 publications
216 citations
Stockholm University
Stockholm, Sweden
4 h-index
4 publications
294 citations
European Central Bank
Frankfurt am Main, Germany
4 h-index
4 publications
271 citations
Bank of Italy
Rome, Italy
4 h-index
5 publications
339 citations
University of Virginia
Charlottesville, United States
4 h-index
7 publications
502 citations
1–8 of 194
Venues
- SSRN Electronic Journal
Repository · 32 publications · 1.2K citations
18
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- RePEc: Research Papers in Economics
Repository · 14 publications · 322 citations
11
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- The Journal of Finance
10 publications · 1.2K citations
10
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- National Bureau of Economic Research
Repository · 7 publications · 214 citations
7
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- Journal of International Money and Finance
5 publications · 114 citations
5
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1–5