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A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates

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  • Masao Ogaki

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  • Young Hwan Byeon

Abstract

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Suggested Citation

  • Masao Ogaki & Young Hwan Byeon, 1999. "A Empirical Investigation of Exchange Rates and the Term Structure of Interest Rates," Working Papers 99-20, Ohio State University, Department of Economics.
  • Handle: RePEc:osu:osuewp:99-20
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    File URL: http://economics.sbs.ohio-state.edu/pdf/ogaki/99-20.pdf
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    Cited by:

    1. 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.
    2. Hyoung-Seok Lim & Masao Ogaki, 2013. "A Theory of Exchange Rates and the Term Structure of Interest Rates," Review of Development Economics, Wiley Blackwell, vol. 17(1), pages 74-87, February.
    3. Ogaki, Masao & Santaella, Julio A., 2000. "The exchange rate and the term structure of interest rates in Mexico," Journal of Development Economics, Elsevier, vol. 63(1), pages 135-155, October.
    4. Shu Wu, 2007. "Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 423-442, March.
    5. Antonia LÃPEZ VILLAVICENCIO & Josep Lluís RAYMOND BARA, 2008. "Short-Run And Long-Run Determinants Of The Real Exchange Rate In Mexico," The Developing Economies, Institute of Developing Economies, vol. 46(1), pages 52-74.

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