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What will be the risk-free rate and benchmark yield curve following European monetary union

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Copeland, Laurence S.; Heravi, Saeed M. - In: Applied financial economics 19 (2009) 1/3, pp. 121-134

We show that the behaviour of the real exchange rates of the UK, Germany, France and Japan has been characterized by structural breaks, which changed the adjustment mechanism. In the context of a Time-Varying Smooth Transition Autoregression (TV-STAR) of the kind introduced by Lundbergh et al....

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Significance of risk modelling in the term structure of interest rates

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An analysis of the relevance of off-balance sheet items in explaining productivity change in European banking

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