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...
| Huvudupphovsman: | |
|---|---|
| Övriga upphovsmän: | |
| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
1999.
|
| Serie: | IMF Working Papers; Working Paper ;
No. 1999/081 |
| Länkar: | Full text available on IMF |