Similar Search Results - EconBiz

The uncovered return parity condition

Cappiello, Lorenzo (contributor); … - 2007

This paper proposes an equilibrium relationship between expected exchange rate changes and differentials in expected returns on risky assets. We show that when expected returns on a risky asset in a certain economy are higher than the returns that are expected from investing in a risky asset in...

Persistent link: https://www.econbiz.de/10003554934

International differences in interest rates/ by Colin Simkin

Simkin, Collin George Frederick - 1997

Persistent link: https://www.econbiz.de/10000955782

A multi-country comparison of term structure forecasts at long horizons

Jorion, Philippe; Mishkin, Frederic S. - 1991

Persistent link: https://www.econbiz.de/10000807424

Cointegration of term structure premiums across countries

Madura, Jeff; Wiley, Marilyn K.; Zarruk, Emilio R. - In: Journal of multinational financial management 8 (1998) 4, pp. 393-412

Persistent link: https://www.econbiz.de/10001372715

Empirische Tests der Erwartungs- und der Unverzerrtheitshypothese und die Politik der Zentralbank

Kugler, Peter - In: Spekulation, Preisbildung und Volatilität auf Finanz- …, (pp. 153-163). 1998

Persistent link: https://www.econbiz.de/10001322896

The term structure of interest rates as a cointegrated system : empirical evidence from the eurocurrency market

Mougoué, Mbodja - In: The journal of financial research 15 (1992) 3, pp. 285-296

Persistent link: https://www.econbiz.de/10001143839

The term structure of Euro interest rates and rational expectations

Kugler, Peter - In: Journal of international money and finance 9 (1990) 2, pp. 234-244

Persistent link: https://www.econbiz.de/10001088809

A multicountry comparison of term-structure forecasts at long horizons

Jorion, Philippe - In: Journal of financial economics 29 (1991) 1, pp. 59-80

Persistent link: https://www.econbiz.de/10001108337

International convergence of short-term and long-term interest rates : theory and empirical tests

Kazemi, Hossein - In: Global finance journal 8 (1997) 2, pp. 239-256

Persistent link: https://www.econbiz.de/10001233009

The persistence of real interest differentials : a Kalman filtering approach

Cavaglia, Stefano M. - In: Journal of monetary economics 29 (1992) 3, pp. 429-443

Persistent link: https://www.econbiz.de/10001130568

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