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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

Inflation expectation, monetary policy credibility, and exchange rates

Lee, Seojin; Kim, Young Min - In: Finance research letters 31 (2019), pp. 405-409

Persistent link: https://www.econbiz.de/10012421753

Foreign exchange rate uncertainty in Korea

Lee, Seojin - In: East Asian economic review 24 (2020) 2, pp. 165-184

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Liquidity premia and interest rate parity

Linnemann, Ludger; Schabert, Andreas - 2013

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What drives long-term interest rates? : evidence from the entire Swiss franc history 1852-2020

Hauzenberger, Niko; Kaufmann, Daniel; Stuart, Rebecca; … - 2022

We study domestic and international drivers of long-term interest rates using newly compiled financial market data for Switzerland starting in 1852. We use a time-varying parameter vector autoregressive model to estimate long-term trends in nominal interest rates, exchange rate growth, and...

Persistent link: https://www.econbiz.de/10013175583