Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations /

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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir:	Knot, Klaas
Rannpháirtithe:	Berk, Jan
Formáid:	IRIS
Teanga:	English
Foilsithe / Cruthaithe:	Washington, D.C. : International Monetary Fund, 1999.
Sraith:	IMF Working Papers; Working Paper ; No. 1999/081
Rochtain ar líne:	Full text available on IMF

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