Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Jürgen Wolters
| Year of publication: |
2002
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| Authors: | Wolters, Jürgen |
| Published in: |
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]. - Dordrecht [u.a.] : Kluwer Academic Publishers, ISBN 1-4020-7334-8. - 2002, p. 271-282
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| Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | USA | United States | EU-Staaten | EU countries | Kointegration | Cointegration |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001905329