Similar Search Results

Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe

Wolters, Jürgen - In: Contributions to modern econometrics : from data …, (pp. 271-282). 2002

Persistent link: https://www.econbiz.de/10001905329

Frequency domain analysis of Euromarket interest rates

Kirchgässner, Gebhard; Wolters, Jürgen - 1993

Persistent link: https://www.econbiz.de/10000890601

Uncovered interest parity, interest rate linkage, or independence? : empirical results for 1961 - 1987

Kirchgässner, Gebhard; Wolters, Jürgen - 1989

Persistent link: https://www.econbiz.de/10000776220

Interest rate linkages in Europe before and after the introduction of the European monetary system : some empirical results

Kirchgässner, Gebhard; Wolters, Jürgen - 1991 - Rev. version

Persistent link: https://www.econbiz.de/10000823528

The response of long-term interest rates to news about monetary policy actions : empirical evidence for the US and Germany

Nautz, Dieter; Wolters, Jürgen - 1998

We reexamine the expectations theory of the term structure focusing on the question how monetary policy actions indicated by changes in the very short rate affect long-term interest rates. Our main point is that the expectations hypothesis implies that very long rates should only react to...

Persistent link: https://www.econbiz.de/10009578577

The transmission of German monetary policy in the pre-Euro period

Lütkepohl, Helmut; Wolters, Jürgen - 2001

A small macroeconomic model is constructed to study the transmission of the monetary policy conducted by the Deutsche Bundesbank (DBB) since the middle of the 1970s. For this purpose quarterly, seasonally unadjusted data for the period from 1975 to 1998 are used, that is, the period until the...

Persistent link: https://www.econbiz.de/10011400913