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Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim; MacDonald, Ronald - In: Applied economics 56 (2024) 22, pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
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On the expectations view of the term structure, term premia and survey based expectations
MacDonald, Ronald; Macmillan, Peter - 1992
Persistent link: https://www.econbiz.de/10000139396
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The long-run relationship between real exchange rates and real interest rate differentials : a panel study
MacDonald, Ronald; Nagayasu, Jun - 1999
Persistent link: https://www.econbiz.de/10001369475
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The term structure of interest rates under rational expectations : some international evidence
MacDonald, Ronald - In: Applied financial economics 1 (1991) 4, pp. 211-221
Persistent link: https://www.econbiz.de/10001136582
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The term structure of interest rates in the UK
MacDonald, Ronald - In: Bulletin of economic research 40 (1988) 4, pp. 287-299
Persistent link: https://www.econbiz.de/10001063092
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On the expectations view of the term structure, term premia and survey-based expectations
MacDonald, Ronald - In: The economic journal : the journal of the Royal … 104 (1994) 426, pp. 1070-1086
Persistent link: https://www.econbiz.de/10001166343
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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...
Persistent link: https://www.econbiz.de/10011506475
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo; Huang, Huichou; Liu, Ruirui; MacDonald, Ronald - In: Journal of international money and finance 95 (2019), pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
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A re-examination of the link between real exchange rates and real interest rate differentials
Hoffmann, Mathias; MacDonald, Ronald - 2003
The real exchange rate - real interest rate (RERI) relationship is central to most open economy macroeconomic models. However, empirical support for the relationship, especially when cointegrationbased methods are used, is rather weak. In this paper we reinvestigate the RERI relationship using...
Persistent link: https://www.econbiz.de/10001753573