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.
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Bibliographic InfoPaper provided by European Monetary Institute in its series Papers with number 4.
Length: 12 pages
Date of creation: 1996
Date of revision:
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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
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- 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.
- 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.
- 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.
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