Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the U.S. and Europe
by Ralf Brüggemann and Helmut Lütkepohl
| Year of publication: |
2005
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|---|---|
| Authors: | Brüggemann, Ralf ; Lütkepohl, Helmut |
| Published in: |
Applied economics quarterly. - Berlin : Duncker & Humblot, ISSN 1611-6607, ZDB-ID 2115633-5. - Vol. 51.2005, 2, p. 143-154
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| Subject: | Zinsparität | Interest rate parity | Zinsstruktur | Yield curve | Kointegration | Cointegration | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Eurozone | Euro area | USA | United States | EU-Staaten | EU countries |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003232048