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Mimétisme : un modèle théorique simple et une application au cas de la structure des taux d'intérêt

Artus, Patrick - In: Revue économique : revue bimestrielle 45 (1994) 3, pp. 613-624

Persistent link: https://www.econbiz.de/10001332290

Formation des taux courts débiteurs des banques : une approche économétrique

Bouopda, Pierre Kamé - In: Cahiers économiques et monétaires (1995), pp. 55-65

Persistent link: https://www.econbiz.de/10001183036

Long Run Relationship between Real Exchange Rate and Real Interest Rate Differentials : The Cointegration Approach

Patra, Nilanjan - 2006

Despite the centrality of the theoretical relationship between real exchange rates and real interest rates differential in open economy macroeconomics, its empirical evidence, particularly when cointegration methods are used, is rather mixed. The study uses IFS, IMF data for India and US for the...

Persistent link: https://www.econbiz.de/10012732476

Empirical analyses of the relationship between real exchange rate and real interest rate differentials in inflation targeting countries

Breitenbach, Marthinus C.; Zerihun, Mulatu Fekadu; … - In: African journal of business and economic research : AJBER 15 (2020) 1, pp. 7-25

Persistent link: https://www.econbiz.de/10012666018

Wechselkursdynamik und Zinsentwicklung vor Regimewechseln des Währungssystems

Wilfling, Bernd - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013432291

VAR Model and the Test of the Expectations Hypothesis of the Term Structure (In French)

Jondeau, Eric - 2011

us to prefer an indirect estimation based on the error-correction model. This approach is applied to euro-rates over the … period 1975-96. The main results are the following: the expectations theory is well accepted for French and UK rates but …

Persistent link: https://www.econbiz.de/10014187493