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Interest Expectations and Exchange Rates News
Cavaglia, Stefano M.; Koedijk, Kees C. G.; Verschoor, … - 1999
Using a new survey data set of matched exchange rate and interest rate expectations for eight currencies relative to the German mark, we examine empirically the relationship between exchange rate returns, "news" and risk premia. "News" on interest differentials enters significantly in equations...
Persistent link: https://www.econbiz.de/10014206493
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Survey data and the interest rate sensitivity of US bank stock returns
Benink, Harald A.; Wolff, Christiaan Cornelis Petrus - In: Economic notes : economic review of Banca Monte dei … 29 (2000) 2, pp. 201-213
Persistent link: https://www.econbiz.de/10001495090
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A note on the determinants of unexpected exchange rate movements
Cavaglia, Stefano M.; Wolff, Christiaan Cornelis Petrus - In: Journal of banking & finance 20 (1996) 1, pp. 179-188
Persistent link: https://www.econbiz.de/10001193524
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Empirical studies on the behavior of interest rates and exchange rates
Schotman, Peter C. - 1989
Persistent link: https://www.econbiz.de/10000790608
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When unit roots matter : excess volatility and excess smoothness of long term interest rates
Schotman, Peter C. - 1991
Persistent link: https://www.econbiz.de/10000818771
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - 1994
Persistent link: https://www.econbiz.de/10000899154
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Empirical studies on the behaviour of interest rates and exchange rates : [Mit holl. Zsfassung]
Schotman, Peter C. - 1989
Persistent link: https://www.econbiz.de/10000022418
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of econometrics 74 (1996) 1, pp. 149-176
Persistent link: https://www.econbiz.de/10001755396
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The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - 2012
Persistent link: https://www.econbiz.de/10009576958
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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305