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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Detaylı Bibliyografya
Yazar: Knot, Klaas
Diğer Yazarlar: Berk, Jan
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 1999.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 1999/081
Online Erişim:Full text available on IMF
Diğer Bilgiler
Özet: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 actual outcomes. Among the major currencies during 1975-97, the paper does not find a further increase in co-movement beyond that associated with the wave of financial market liberalization in the early 1980s. Given the similarity between PPP-based UIP tests and those employing actual exchange rate outcomes, the value added of the former lies mainly with data availability.
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Fiziksel Özellikler:1 online resource (28 pages)
Materyal Türü:Mode of access: Internet
ISSN:1018-5941
Erişim:Electronic access restricted to authorized BRAC University faculty, staff and students