G15 - International Financial Markets - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T17:28:42+00:00McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
https://www.bankofcanada.ca/2008/10/working-paper-2008-43/
McCallum (1994a) proposes a monetary rule where policymakers have some tendency to resist rapid changes in exchange rates to explain the forward premium puzzle.2008-10-28T16:20:31+00:00enMcCallum Rules, Exchange Rates, and the Term Structure of Interest Rates2008-10-28Exchange ratesInterest ratesMonetary policy transmissionWorking Paper 2008-43 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-43.pdfMcCallum Rules, Exchange Rates, and the Term Structure of Interest RatesAntonio Diez de los RiosOctober 2008EE4E43FF3F31GG1G12G15