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Sources of variation in international real interest rates

Gregory, Allan W. - In: The Canadian journal of economics 28 (1995), pp. 120-140

Persistent link: https://www.econbiz.de/10001333990

Sources of variation in international real interest rates

Gregory, Allan W.; Watt, David G. - 1995

Persistent link: https://www.econbiz.de/10013400567

Testing for structural breaks in cointegrated relationships

Gregory, Allan W.; Nason, James Michael - 1991

Persistent link: https://www.econbiz.de/10000829964

Testing for structural breaks in cointegrated relationships

Gregory, Allan W.; Nason, James Michael - 1991

Persistent link: https://www.econbiz.de/10000129433

Testing for structural breaks in cointegrated relationships

Gregory, Allan W.; Nason, James Michael - 1991

Persistent link: https://www.econbiz.de/10000135938

Canadian short term interest rates and the BAX futures market : analysis of the impact of volatility on hedging activity and the correlation of returns between markets

Watt, David G. - 1997

Persistent link: https://www.econbiz.de/10013436660

The information content of Canadian dollar futures options

Levin, Alexander; MacManus, Des; Watt, David G. - In: Information in financial asset prices : proceedings of …, (pp. 229-275). 1999

Persistent link: https://www.econbiz.de/10001516720

Estimating one-factor models of short-term interest rates

MacManus, Des; Watt, David G. - 1999

Persistent link: https://www.econbiz.de/10001427562

Sources of Variation in International Real Interest Rates

Gregory, Allan W.; Watt, David G. - 1995

This paper analyses the effects of inflation on ex-post real interest rates in an international framework. A dynamic factor model is estimated in which real interest rates are influenced by real interest and inflation factors that are common to all the countries, and by country- specific...

Persistent link: https://www.econbiz.de/10011940582

Testing interest rate parity and rational expectations for Canada and the United States

Gregory, Allan W. - In: The Canadian journal of economics 20 (1987) 2, pp. 289-305

Persistent link: https://www.econbiz.de/10001043681