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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Knot, Klaas
مؤلفون آخرون: Berk, Jan
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1999.
سلاسل:IMF Working Papers; Working Paper ; No. 1999/081
الوصول للمادة أونلاين:Full text available on IMF

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