-term interest rates. Three tests are examined: the first is based on forward rates and the other two are based on the interest rates …

This paper presents test of the expectations theory of the term structure on French, German and American interest rates. …

Macroeconomic questions involving interest rates generally require a reliable joint dynamics of a large set of …, of the whole curve of interest rates, of the whole set of term premia and, possibly, of various decompositions of the … expectation part of the term premium of a given long-term interest rate on some macroeconomic variable. The second condition is …

In this paper, we evaluate the information content of the yield curve as regards future interest rates and inflation in … France and Germany. An original data set of long-term zero-coupon interest rates for French and German government bonds was …

This paper evaluates the information content of the term structure about future changes in interest rates and changes …

This paper uses a risk-averse formulation of the uncovered interest rate parity to determine exchange rates through … interest rate differentials, and ultimately extract currency risk premia. The method proposed consists of developing an affine …

heterogeneous patterns in the interest rates paid to borrow unsecured funds once bank size and other bank and market factors that … to reduce average daily interest rates. Foreign banks borrow at a discount over Italian ones. (2) After August 2007 the …