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

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

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

Exchange rates and long-term bonds

Alexius, Annika; Sellin, Peter - In: The Scandinavian journal of economics 114 (2012) 3, pp. 974-990

Persistent link: https://www.econbiz.de/10009714110

Uncovered interest parity and risk premium convergence in Central and Eastern European countries

Jiang, Chun; Li, Xiao-Lin; Chang, Hsu-Ling; Su, Chi-Wei - In: Economic modelling 33 (2013), pp. 204-208

Persistent link: https://www.econbiz.de/10010191990

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

Sibbertsen, Philipp; Wegener, Christoph; Basse, Tobias - 2013

This study tests for a break in the persistence of EMU government bond yield spreads examining data from France, Italy and Spain and using German interest rates as a kind of benchmark. The results reported here provide evidence for breaks between 2006 and 2008. The persistence of the yield...

Persistent link: https://www.econbiz.de/10010239739

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

Nonlinearity in the reaction of the foreign exchange market to interest rate differentials : evidence from a small open economy with a long-term peg

Jackman, Mahalia; Craigwell, Roland C.; Doyle-Lowe, Michelle - In: Applied financial economics 23 (2013) 4/6, pp. 287-296

Persistent link: https://www.econbiz.de/10009718935

A habit-based explanation of the exchange rate risk premium

Verdelhan, Adrien - 2005

Persistent link: https://www.econbiz.de/10003380904

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

Carriero, Andrea - In: Oxford bulletin of economics and statistics 68 (2006), pp. 879-899

Persistent link: https://www.econbiz.de/10003393559

Uncovered interest rate parity and the term structure

Bekaert, Geert; Wei, Min; Xing, Yuhang - In: Journal of international money and finance 26 (2007) 6, pp. 1038-1069

Persistent link: https://www.econbiz.de/10003515503

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