Santamaria, Teresa Corzo; Schwartz, E. S. - In: Economic Notes 29 (2000) 2, pp. 243-266
type="main" xml:lang="en" <p>The economic and political changes which are taking place in Europe affect interest rates. This paper develops a two-factor model for the term structure of interest rates specially designed to apply to EMU countries. In addition to the participant country's short-term...</p>