A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates
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- Wali Ullah & Yoshihiko Tsukuda & Yasumasa Matsuda, 2012. "Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Does Macroeconomic Factors Imply Better Out-of-Sample Forecasts?," TERG Discussion Papers 287, Graduate School of Economics and Management, Tohoku University.
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- Masao Ogaki, 1999. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Working Papers 99-19, Ohio State University, Department of Economics.
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- Masao Ogaki & Julio Santaella, 1999. "The Exchange Rate and the Term Structure of Interest Rates in Mexico," Working Papers 99-21, Ohio State University, Department of Economics.
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