Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure : Empirical Results for the U.S. and Europe
Year of publication: |
2005-04-04
|
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Authors: | Brüggemann, Ralf ; Lütkepohl, Helmut |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Zinstheorie | theories of interest | Zinsstruktur | Term structure model |
Extent: | 555008 bytes 16 p. application/pdf |
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Series: | Diskussionspapier ; 2005-035 |
Type of publication: | Book / Working Paper |
Language: | English |
ISSN: | 1860-5664 |
Classification: | C32 - Time-Series Models ; Corporate finance and investment policy. Other aspects ; Interest Rates ; Individual Working Papers, Preprints ; Europe. General Resources ; USA |
Source: | USB Cologne (business full texts) |
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