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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Knot, Klaas
מחברים אחרים: Berk, Jan
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 1999.
סדרה:IMF Working Papers; Working Paper ; No. 1999/081
גישה מקוונת:Full text available on IMF