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Testing for a break in the persistence in yield spreads of EMU government bonds

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - In: Journal of banking & finance 41 (2014), pp. 109-118

Persistent link: https://www.econbiz.de/10010408487

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

Brüggemann, Ralf; Lütkepohl, Helmut - In: Applied economics quarterly 51 (2005) 2, pp. 143-154

Persistent link: https://www.econbiz.de/10003232048

Explaining US-UK interest rates differentials : a reassessment of the uncovered interest rate parity in a Bayesian framework

Carriero, Andrea - 2005

Persistent link: https://www.econbiz.de/10003232952

Are capital markets efficient? Evidence from the term structure of interest rates in Europe

Hughes Hallett, Andrew; Richter, Christian - 2001

Persistent link: https://www.econbiz.de/10001684677

On the efficiency of capital markets : a dynamic analysis of the term structure of interest rates in Europe

Richter, Christian - 2002

Persistent link: https://www.econbiz.de/10001684689

Testing uncovered interest parity at short and long horizons during the post-Bretton Woods era

Chinn, Menzie David; Meredith, Guy - 2005

Persistent link: https://www.econbiz.de/10002569958

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

Brüggemann, Ralf (contributor); … - 2005 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002974410

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

Brüggemann, Ralf (contributor); … - 2005

A system of U.S. and euro area short- and long-term interest rates is analyzed. According to the expectations hypothesis of the term structure the interest rate spreads should be stationary and according to the uncovered interest rate parity the difference between the U.S. and euro area longterm...

Persistent link: https://www.econbiz.de/10003049841

Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?

Hodrick, Robert J.; Vassalou, Maria - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1275-1299

Persistent link: https://www.econbiz.de/10001656088

Exchange and interest rates prior to EMU : the case of Greece

Antzoulatos, Angelos A. (contributor); … - 2003

Persistent link: https://www.econbiz.de/10002007148