Determinants of long-term interest rates: an empirical study of several industrial countries
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- Ando, Albert & Auerbach, Alan J., 1988. "The cost of capital in the United States and Japan: A comparison," Journal of the Japanese and International Economies, Elsevier, vol. 2(2), pages 134-158, June.
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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,"
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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.
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- Berk, Jan Marc & Knot, Klaas H. W., 2001. "Testing for long horizon UIP using PPP-based exchange rate expectations," Journal of Banking & Finance, Elsevier, vol. 25(2), pages 377-391, February.
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KeywordsInterest rates ; Monetary policy;
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