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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

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

Kirchgässner, Gebhard; Wolters, Jürgen - 1991

Persistent link: https://www.econbiz.de/10000130500

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

Kirchgässner, Gebhard; Wolters, Jürgen - 1995

Persistent link: https://www.econbiz.de/10000151204

U.S. - European Interest Rate Linkage : A time series analysis for West Germany, Switzerland, and the United States

Kirchgässner, Gebhard; Wolters, Jürgen - 1985

Persistent link: https://www.econbiz.de/10000085863

International Term Structure of interest rates : the case of Germany and Switzerland vis-á-vis the United States

Kirchgässner, Gebhard; Wolters, Jürgen - 1987

Persistent link: https://www.econbiz.de/10000086356

Über den Zusammenhang zwischen kurz- und langfristigem Zinssatz : Bemerkungen zur Modigliani-Sutch-Hypothese der Zinsstruktur

König, Heinz; Wolters, Jürgen - 1969

Persistent link: https://www.econbiz.de/10003532056

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