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The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates

Author

Listed:
  • Fell, J.P.C.

Abstract

This study examines the changing relationship between domestic long-term , domestic short-term and foreign long-term interest rates.

Suggested Citation

  • Fell, J.P.C., 1996. "The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates," Papers 4, European Monetary Institute.
  • Handle: RePEc:fth:eurmoi:4
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    Citations

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    Cited by:

    1. E Philip Davis, 1996. "The Role of Institutional Investors in the Evolution of Financial Structure and Behaviour," RBA Annual Conference Volume,in: Malcom Edey (ed.), The Future of the Financial System Reserve Bank of Australia.
    2. 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.
    3. Devine, Máiréad, 1997. "The Cointegration of International Interest rates," Research Technical Papers 1/RT/97, Central Bank of Ireland.
    4. E.P. Davis, 1998. "Pension Fund Reform and European Financial Markets," FMG Special Papers sp107, Financial Markets Group.
    5. 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.

    More about this item

    Keywords

    INTEREST RATE ; FINANCIAL MARKET ; INFLATION ; EXPECTATIONS;

    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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