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Uncovered interest rate parity and the term structure

Bekaert, Geert; Wei, Min; Xing, Yuhang - 2002

Persistent link: https://www.econbiz.de/10001652111

Uncovered interest rate parity and the term structure

Bekaert, Geert; Wei, Min; Xing, Yuhang - In: Journal of international money and finance 26 (2007) 6, pp. 1038-1069

Persistent link: https://www.econbiz.de/10003515503

Uncovered Interest Rate Parity and the Term Structure

Bekaert, Geert - 2002

This paper examines uncovered interest rate parity (UIRP) and the expectations hypotheses of the term structure (EHTS) at both short and long horizons. The statistical evidence against UIRP is mixed and is currency- not horizon-dependent. Economically, the deviations from UIRP are less...

Persistent link: https://www.econbiz.de/10012469920

International stock return comovements

Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2005

Persistent link: https://www.econbiz.de/10003273701

The European Union, the Euro, and equity market integration

Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian T. - In: Journal of Financial Economics 109 (2013) 3, pp. 583-603

Union as well as the Eurozone on both economic and financial integration. In integrated markets, discount rates and expected … Euro was not associated with increased integration. Our results do not change when the sample is extended to include the …

Persistent link: https://www.econbiz.de/10010681720