Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations /
This paper investigates international co-movement in bond yields by testing for uncovered interest parity (UIP). Existing work is supplemented by focusing on long instead of short-term interest rates and by employing exchange rate expectations derived from purchasing power parity (PPP) instead of ac...
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| מחברים אחרים: | |
| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
1999.
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| סדרה: | IMF Working Papers; Working Paper ;
No. 1999/081 |
| גישה מקוונת: | Full text available on IMF |