Similar Search Results - EconBiz

Persistence and cycles in the US Federal Funds rate

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012

This paper uses long-range dependence techniques to analyse two important features of the US Federal Funds effective rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 until 2010. Two models are considered. One is based on an...

Persistent link: https://www.econbiz.de/10010291553

Persistence and cycles in the US federal funds rate

Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2012

This paper uses long-range dependence techniques to analyse two important features of the US Federal Funds effective rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 until 2010. Two models are considered. One is based on an...

Persistent link: https://www.econbiz.de/10010289805

Domestic and external factors in interest rate determination

Caporale, Guglielmo Maria; Pittis, Nikitas - 1994

Persistent link: https://www.econbiz.de/10000899880

Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS

Caporale, Guglielmo Maria; Kalyvitēs, Sarantēs; … - 1995

Persistent link: https://www.econbiz.de/10000910190

The Fisher hypothesis, fiscal theories of inflation and debt neutrality : a cointegration and causality analysis

Caporale, Guglielmo Maria; Pittis, Nikitas - 1995

Persistent link: https://www.econbiz.de/10000910191

Budget deficits and interest rates : Ricardian equivalence revisited

Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997

Persistent link: https://www.econbiz.de/10000962390

Bond markets and macroeconomic performance

Caporale, Guglielmo Maria; Williams, Geoffrey - 1998

Persistent link: https://www.econbiz.de/10000988852

International linkages in short and long-term interest rates

Caporale, Guglielmo Maria; Williams, Geoffrey - 1998

Persistent link: https://www.econbiz.de/10000989043

Bond markets and macroeconomic performance

Caporale, Guglielmo Maria; Williams, Geoffrey - 1998

Persistent link: https://www.econbiz.de/10000667257

International linkages in short- and long-term interest rates

Caporale, Guglielmo Maria; Williams, Geoffrey - 1998

Persistent link: https://www.econbiz.de/10000667261

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