Showing 1 - 10 of 115
Persistent link: https://www.econbiz.de/10001705463
Persistent link: https://www.econbiz.de/10001558133
Persistent link: https://www.econbiz.de/10001558168
Persistent link: https://www.econbiz.de/10000937532
Persistent link: https://www.econbiz.de/10001377277
Persistent link: https://www.econbiz.de/10001751912
We investigate the Expectations Hypotheses of the term structure of interest rates and of the foreign exchange market using vector autoregressive methods for the U.S. dollar, Deutsche mark, and British pound interest rates and exchange rates. In addition to standard Wald tests, we formulate...
Persistent link: https://www.econbiz.de/10012471161