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Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure · Study

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PreprintExchange Rate Regimes and the Expectations Hypothesis of the Term Structure

Stefan Gerlach2005

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Preprintgreen2005

Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure

Stefan Gerlach · Frank R. Smets

16 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Global Financial Crisis and Policies

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References

1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates 2008Term Structure of Interest Rates 1986The Changing Behavior of the Term Structure of Interest Rates 1994The term structure spread and future changes in long and short rates in the G7 countries 1988The Predictive Power of the Term Structure During Recent Monetary Regimes 1997The term structure of Euro-rates: some evidence in support of the expectations hypothesis 1991Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992 1990Chapter 13 The term structure of interest rates

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2000Testing the expectations hypothesis in Eurodepositsarticle · 6 shared references 2005Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile?preprint · 6 shared references 2004Fractional cointegration and the term structurearticle · 6 shared references 1997The term structure of Euro-rates: some evidence in support of the expectations hypothesisarticle · 5 shared references 1999Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smilearticle · 5 shared references 1999The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-ratesarticle · 5 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations16

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.99688

openalex_workW1577998331

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