Explaining European Short-term Interest Rate Differentials: An Application of Tobin's Portfolio Theory
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References listed on IDEAS
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More about this item
KeywordsInterest rate differentials; risk premium; multivariate ARCH;
- F3 - International Economics - - International Finance
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-10-01 (All new papers)
- NEP-CBA-2001-10-01 (Central Banking)
- NEP-EEC-2001-10-01 (European Economics)
- NEP-FMK-2001-10-01 (Financial Markets)
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