SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure
13 references·0 citing·42 second hop
Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure (2005)Exchange Rate Regimes and the Expectation…Term Structure of Interest Rates (2008)Term Structure of Interest Ra…Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile? (2005)Monetary Policy and the Behav…The term structure of Euro-rates: some evidence in support of the expectations hypothesis (1997)The term structure of Euro-ra…The Expectation Theory: Tests on French, German, and American Euro-Rates (1996)The Expectation Theory: Tests…The information in Swedish short-maturity forward rates (1995)The information in Swedish sh…The term structure spread and future changes in long and short rates in the G7 countries (1994)The term structure spread and…Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992 (1991)Assessing Target Zone Credibi…The term structure of Euro interest rates and rational expectations (1990)The term structure of Euro in…Chapter 13 The term structure of interest rates (1990)Chapter 13 The term structure…The Predictive Power of the Term Structure During Recent Monetary Regimes (1988)The Predictive Power of the T…An Empirical Note on the Term Structure and Interest Rate Stabilization Policies (1988)An Empirical Note on the Term…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)On biases in tests of the expectations hypothesis of the term structure of interest rates (1997)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Affine Term Structure Models (2010)The information in the term structure (1984)La mesure du ratio rendement-risque a partir du marche des euro-devises (1999)Croissance économique et diffusion des TIC : le cas de la France sur longue période (1980-2000) (2002)Estimation of a Time Varying NAIRU for France (2010)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Revival of the Expectations Hypothesis of the US Term Structure of Interest Rates (1997)Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile (1999)No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth (2011)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Idiosyncratic Variation of Treasury Bill Yields (1996)Anticipations of Monetary Policy in Financial Markets (2003)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)A Theory of the Term Structure of Interest Rates (1985)Cross-sectional versus time series estimation of term structure models: empirical results for the Dutch bond market (1994)Testing the Expectations Hypothesis on the Term Structure of Volatilities in Foreign Exchange Options (1995)The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates (1999)THE TAX‐ADJUSTED YIELD CURVE (1975)Parsimonious Modeling of Yield Curves (1987)One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities (1993)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)What do We Know About Investment Under Uncertainty? (2000)Asset Pricing Implications of Equilibrium Business Cycle Models (2020)Regime-switching and interest rates in the European monetary system (2000)Exchange rate volatility and regime change: A Visegrad comparison (2006)Was the Federal Reserve Constrained by the Gold Standard During the Great Depression? Evidence from the 1932 Open Market Purchase Program (2006)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)Interest rates and the conduct of monetary policy (1991)Asset Pricing at the Millennium (2000)Time-varying short-horizon predictability☆ (2010)The relationship between nominal interest rates and inflation: international evidence (2001)Bond Markets and Economic Growth (2007)
this work references cited by second hop

References

  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 1994The term structure spread and future changes in long and short rates in the G7 countries287 cited
  • 1988The Predictive Power of the Term Structure During Recent Monetary Regimes163 cited
  • 1997The term structure of Euro-rates: some evidence in support of the expectations hypothesis142 cited
  • 1991Assessing Target Zone Credibility: Mean Reversion and Devaluation Expectations in the ERM 1979-1992126 cited
  • 1990Chapter 13 The term structure of interest rates123 cited
  • 1990The term structure of Euro interest rates and rational expectations49 cited
  • 1996The Expectation Theory: Tests on French, German, and American Euro-Rates48 cited
  • 1988An Empirical Note on the Term Structure and Interest Rate Stabilization Policies45 cited
  • 1995The information in Swedish short-maturity forward rates35 cited
  • 2005Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile?28 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work