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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 - 1993

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

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

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

International parity relationships and a nonstationary real exchange rate. : Germany versus the US in post Bretton Woods period

Jusélius, Katarina; MacDonald, Ronald - In: International macroeconomics : recent developments, (pp. 79-103). 2006

Persistent link: https://www.econbiz.de/10003425988

International parity relationships and a nonstationary real exchange rate : Germany versus the US in the post Bretton Woods period

Jusélius, Katarina; MacDonald, Ronald - In: Exchange rates : dynamics, expectations and adjustment, (pp. 55-79). 2008

Persistent link: https://www.econbiz.de/10003952350

A re-examination of the link between real exchange rates and real interest rate differentials

Hoffmann, Mathias (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003564640

Real exchange rates and real interest rate differentials : a present value interpretation

Hoffmann, Mathias; MacDonald, Ronald - 2009

Persistent link: https://www.econbiz.de/10003873759

Real exchange rates and real interest rate differentials : a present value interpretation

Hoffmann, Mathias; MacDonald, Ronald - In: European economic review : EER 53 (2009) 8, pp. 952-970

Persistent link: https://www.econbiz.de/10003922941

A real differential view of equilibrium real exchange rates and misalignments

Hoffmann, Mathias; MacDonald, Ronald - 2000

This paper examines the interaction of G7 real exchange rates with real output and interest rate differentials. Using cointegration methods, we generally find a link between the real exchange rate and the real interest differential. This finding contrasts with the majority of the extant research...

Persistent link: https://www.econbiz.de/10009767694