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International differences in interest rates/ by Colin Simkin
Simkin, Collin George Frederick - 1997
Persistent link: https://www.econbiz.de/10000955782
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726386
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003732629
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McCallum rules, exchange rates, and the term structure of interest rates
Díez de los Ríos, Antonio (contributor) - 2008
affine term structure model to find that, contrary to previous estimates of this rule, the monetary authorities in Canada …
Persistent link: https://www.econbiz.de/10003775749
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Domestic-foreign interest rate differentials : near unit roots and symmetric threshold models
Strauss, Jack; Wohar, Mark E. - In: Southern economic journal 73 (2007) 3, pp. 814-829
Persistent link: https://www.econbiz.de/10003416454
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An empirical analysis of nonstationarity in a panel of interest rates with factors
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of applied econometrics 22 (2007) 2, pp. 383-400
Persistent link: https://www.econbiz.de/10003455460
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A no-arbitrage analysis of macroeconomic determinants of term structures and the exchange rate
Chabi-Yo, Fousseni (contributor); Yang, Jun (contributor) - 2007
We study the joint dynamics of macroeconomic variables, bond yields, and the exchange rate in an empirical two-country New-Keynesian model complemented with a no-arbitrage term structure model. With Canadian and US data, we are able to study the impact of macroeconomic shocks from both countries...
Persistent link: https://www.econbiz.de/10003462987
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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Significance of risk modelling in the term structure of interest rates
Halkos, George E.; Papadamou, Stephanos T. - In: Applied financial economics 17 (2007) 1/3, pp. 237-247
Persistent link: https://www.econbiz.de/10003427069
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An investigation of bond term premia in international government bond indices
Halkos, George E.; Papadamou, Stephanos T. - In: Research in international business and finance 20 (2006) 1, pp. 45-61
Persistent link: https://www.econbiz.de/10003374205