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UK stock and government bond markets : firm size, predictability and the term structure

Fraser, Patricia - 1992

Persistent link: https://www.econbiz.de/10000139397

An empirical analysis of the relationship between UK treasury bills and the term structure of certificates of deposit

Fraser, Patricia - In: Bulletin of economic research 47 (1995) 2, pp. 143-160

Persistent link: https://www.econbiz.de/10001179731

An empirical analysis of the relationship between UK treasury bills and the term structure of certificates of deposit

Fraser, Patricia - 1993

Persistent link: https://www.econbiz.de/10000143483

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

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

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

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

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

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

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