Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?
Year of publication: |
2002
|
---|---|
Authors: | Hodrick, Robert J. ; Vassalou, Maria |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 26.2002, 7/8, p. 1275-1299
|
Subject: | Zinsstruktur | Yield curve | Zinsparität | Interest rate parity | Wechselkurs | Exchange rate | Schätzung | Estimation | USA | United States | Deutschland | Germany | Japan | Großbritannien | United Kingdom | 1981-1997 |
Extent: | graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of economic dynamics & control |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Do we need multi-country models to explain exchange rate and interest rate dynamics
Hodrick, Robert, (1999)
-
Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
Hodrick, Robert J., (2001)
-
Empirische Tests der Erwartungs- und der Unverzerrtheitshypothese und die Politik der Zentralbank
Kugler, Peter, (1998)
- More ...
-
Do We Need Multi-Country Models to Explain Exchange Rate and Interest Rate Dynamics?
Hodrick, Robert J., (2011)
-
Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
Hodrick, Robert J., (2001)
-
The instantaneous capital market line
Nielsen, Lars Tyge, (2006)
- More ...