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THE TERM STRUCTURE OF INTEREST RATES IN THE UK* · Study

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ArticleTHE TERM STRUCTURE OF INTEREST RATES IN THE UK*

Ronald R. MacDonald1988

Article1988

THE TERM STRUCTURE OF INTEREST RATES IN THE UK*

Ronald R. MacDonald · Alan E. H. Speight

41 citations·0/0 files stored·Bulletin of Economic Research

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1980Macroeconomics and Reality 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1981The Present-Value Relation: Tests Based on Implied Variance Bounds 1979The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure 1987Effects of model specification on tests for unit roots in macroeconomic data 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

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1995THE TERM STRUCTURE OF INTEREST RATES IN THE LONDON INTERBANK MARKET 2002Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates 1991The term structure of interest rates under rational expectations: some international evidence 1994Reexamining the monetary approach to the exchange rate: the dollar-franc, 1976—90 1994On the Expectations View of the Term Structure, Term Premia and Survey- Based Expectations

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Year1988

Typearticle

Published1988-10-01

VenueBulletin of Economic Research

ISSN-L0307-3378

Languageen

Citations41

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1111/j.1467-8586.1988.tb00272.x

openalex_workW2071953200

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2005Monetary Policy and the Behaviour of Interest Rates: Are Long Rates Excessively Volatile?

1991The term structure of UK interest rates: tests of the expectations hypothesis

2010The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies