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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value

Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - In: Journal of financial economics 89 (2008) 1, pp. 158-174

Persistent link: https://www.econbiz.de/10003757108

The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value

Della Corte, Pasquale (contributor); … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003740502

Asset prices, exchange rates and the current account

Fratzscher, Marcel (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003783069

Does the law of one price hold in international financial markets? : evidence from tick data

Akram, Qaisar Farooq (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003777131

Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003

Akram, Qaisar Farooq; Eitrheim, Øyvind; Sarno, Lucio - In: Nonlinear time series analysis of business cycles, (pp. 333-377). 2006

We characterise the behaviour of Norwegian output, the real exchange rate and real money balances over a period of almost two centuries. The empirical analysis is based on a new annual data set that has recently been compiled and covers the period 1830{2003. We apply multivariate linear and...

Persistent link: https://www.econbiz.de/10003309391