An Empirical Note on Euro Market Interest Rates, Domestic Interest Rates and the Expectations Theory of the Term Structure.

An empirical analysis of recent monthly data for eight currencies indicates that the performance of the expectations theory to explain the short term maturity spectrum of Euro interest rates is rather good in most cases and that it is not related to the degree of integration of Euro and domestic markets.

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Year of publication:	1993
Authors:	Kugler, Peter ; Borutta, Hansjorg
Published in:	Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 18.1993, 1, p. 95-101
Publisher:	Department of Economics and Finance Research and Teaching

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005759498