The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates
AbstractThis study examines the changing relationship between domestic long-term , domestic short-term and foreign long-term interest rates.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by European Monetary Institute in its series Papers with number 4.
Length: 12 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
Postal: European Monetary Institute. Kaiserstrasse 29, D-60311 Frankfurt am Main, Germany.
Phone: +49 69 1344 0
Fax: +49 69 1344 6000
Web page: http://www.ecb.int/
More information through EDIRC
INTEREST RATE ; FINANCIAL MARKET ; INFLATION ; EXPECTATIONS;
Find related papers by JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- F21 - International Economics - - International Factor Movements and International Business - - - International Investment; Long-Term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- J.M. Berk & K.H.W. Knot, 1999.
"Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations,"
DNB Staff Reports (discontinued)
37, Netherlands Central Bank.
- Klaas Knot & Jan Marc Berk, 1999. "Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations," IMF Working Papers 99/81, International Monetary Fund.
- Jansen, Pieter W., 2006. "Did capital market convergence lower the effectiveness of the interest rate as a monetary policy tool?," Serie Research Memoranda 0010, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.