Mexico'S Currency Risk Premia in 1992-1994 : A Closer Look At the Interest Rate Differentials /

Mexico'S Currency Risk Premia in 1992-1994 : A Closer Look At the Interest Rate Differentials /

This paper studies the behavior of interest rate differentials in Mexico during the 1992-94 period. It shows that the currency risk premia is positively related to the share of peso denominated debt in total debt and that the magnitude of this effect is considerable. For every 1 percentage point inc...

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Bibliographic Details
Main Author: Werner, Alejandro
Format: Book
Language:English
Published: Washington, D.C. : International Monetary Fund, 1996
Series:IMF Working Papers; Working Paper ; No. 1996/041
IMF eLibrary
Subjects:
Capacity
Capital
Crawling peg
Currencies
Currency
Depreciation
Exchange rates
Foreign Exchange
Foreign exchange
Government and the Monetary System
Intangible Capital
Interest Rates: Determination, Term Structure, and Effects
Investment
Investments: General
Macroeconomic Aspects of International Trade and Finance: General
Macroeconomics
Monetary Systems
Monetary economics
Money and Monetary Policy
Money
National accounts
Open Economy Macroeconomics
Payment Systems
Regimes
Return on investment
Saving and investment
Standards
Mexico

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