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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; Wei, Min; Xing, Yuhang - 2002

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

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

Regime switches in interest rates

Ang, Andrew; Bekaert, Geert - 1998

Persistent link: https://www.econbiz.de/10000660440

Stock return predictability : is it there?

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707

Persistent link: https://www.econbiz.de/10003554618

Do demographic changes affect risk premiums? : Evidence from international data

Ang, Andrew; Maddaloni, Angela - In: The journal of business : B 78 (2005) 1, pp. 341-379

Persistent link: https://www.econbiz.de/10002828486

International asset allocation with regime shifts

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187

Persistent link: https://www.econbiz.de/10001716088

Short rate nonlinearities and regime switches

Ang, Andrew; Bekaert, Geert - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1243-1274

Persistent link: https://www.econbiz.de/10001656086

Regime switching in interest rates

Ang, Andrew; Bekaert, Geert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 163-182

Persistent link: https://www.econbiz.de/10001660371

Do demographic changes affect risk premiums? : Evidence from international data

Ang, Andrew; Maddaloni, Angela - 2003

Persistent link: https://www.econbiz.de/10001758480