The term structure of interest differentials in a target zone with time-varying devaluation risk
| Year of publication: |
1999
|
|---|---|
| Authors: | Knot, Klaas H. W. ; Dijkstra, Theo K. ; Haan, Jakob de |
| Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 28.1999, 2, p. 171-194
|
| Subject: | Zinsstruktur | Yield curve | Europäisches Währungssystem | European Monetary System | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Belgien | Belgium | Dänemark | Denmark | Frankreich | France | Italien | Italy | Niederlande | Netherlands | 1983-1993 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Economic notes / Banca Monte dei Paschi di Siena SpA |
| Source: | ECONIS - Online Catalogue of the ZBW |
-
The fundamental determinants of interest rate differentials in the ERM
Knot, Klaas H. W., (1998)
-
The term structure of interest rates and financial integration in the ERM
Holmes, Mark J., (1997)
-
On the mean-reverting properties of target zone exchange rates : some evidence from the ERM
Anthony, Myrvin L., (1998)
- More ...
-
Knot, Klaas H. W., (1999)
-
De rentetermijnstructuur in een doelzone wisselkoerssysteem : schattingen voor Belgie͏̈ en Nederland
Dijkstra, Theo K., (1996)
-
The term structure of interest differentials in a target zone with time-varying devaluation risk
Knot, Klaas H. W., (1994)
- More ...