The term structure of interest rates: expectations theory and empirical evidence for Germany

Expectations and the Term Structure of Interest Rates.

Dworkin, Michael Gordon

January 1969

PhDFinanceUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157053/1/7004068.pd

SFB 649 Discussion Paper 2005-035 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

Ralf Brüggemann
Auer Straße
D- Berlin

January 2005

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

A term structure model and the pricing of interest rate derivatives

Sandmann, Klaus
Sondermann, Dieter

January 1991

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates: expectations theory and empirical evidence for Germany

Kuehl, P.
Schlote, K.W.

January 1986

SIGLEBibliothek Weltwirtschaft Kiel AS 0 13 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Techn...

On the term structure of interest rates: empirical results for Germany

Wolters, Juergen

January 1994

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The information content in the term structure of German interest rates

TORRICELLI, Costanza
BOERO G.

January 2002

This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...

The information in the term structure of German interest rates

Boero G.
Torricelli C.

January 2002

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

Forward rates and the expectations theory of the term structure: test for the Federal Republic of Germany

Klein, William

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

the term structure of interest rates: a first look at the austrian case

Jäger, Albert

July 1985

abstract: first, the basic idea of the expectations theory on the term structure of interest rates i...

The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

Reimers, Hans-Eggert
Luetkepohl, Helmut

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Different dynamical specifications of the term structure of interest rates and their implications

Musiela, Marek
Sondermann, Dieter

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Standard-Nutzungsbedingungen:

A Service Of
Ralf Lütkepohl

October 2016

Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical resu...

Forward rates and the expectations theory of the term structure Test for the Federal Republic of Germany

Klein, W.
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1987

SIGLEBibliothek Weltwirtschaft Kiel C 154776 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The Information in the Term of Structure: further Results for Germany

Boero, Gianna
Torricelli, Costanza

January 1999

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

Expectations and the Term Structure of Interest Rates.

Dworkin, Michael Gordon

January 1969

PhDFinanceUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157053/1/7004068.pd

SFB 649 Discussion Paper 2005-035 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

Ralf Brüggemann
Auer Straße
D- Berlin

January 2005

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

A term structure model and the pricing of interest rate derivatives

Sandmann, Klaus
Sondermann, Dieter

January 1991

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates: expectations theory and empirical evidence for Germany

Kuehl, P.
Schlote, K.W.

January 1986

SIGLEBibliothek Weltwirtschaft Kiel AS 0 13 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Techn...

On the term structure of interest rates: empirical results for Germany

Wolters, Juergen

January 1994

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The information content in the term structure of German interest rates

TORRICELLI, Costanza
BOERO G.

January 2002

This paper tes ts the Expectations Hypothesis (EH) of the term structure of interest rates using new...

The information in the term structure of German interest rates

Boero G.
Torricelli C.

January 2002

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

Forward rates and the expectations theory of the term structure: test for the Federal Republic of Germany

Klein, William

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

the term structure of interest rates: a first look at the austrian case

Jäger, Albert

July 1985

abstract: first, the basic idea of the expectations theory on the term structure of interest rates i...

The term structure of interest rates in the US and West Germany: causality analysis in cointegratedsystems

Reimers, Hans-Eggert
Luetkepohl, Helmut

January 1989

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Different dynamical specifications of the term structure of interest rates and their implications

Musiela, Marek
Sondermann, Dieter

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Standard-Nutzungsbedingungen:

A Service Of
Ralf Lütkepohl

October 2016

Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical resu...

Forward rates and the expectations theory of the term structure Test for the Federal Republic of Germany

Klein, W.
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1987

SIGLEBibliothek Weltwirtschaft Kiel C 154776 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation: the case of Germany and Spain since 1986

Prey, Hedwig
Bestue Cardiel, Pilar
Institut fuer Weltwirtschaft, Kiel (Germany)

January 1993

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The Information in the Term of Structure: further Results for Germany

Boero, Gianna
Torricelli, Costanza

January 1999

This paper tests the Expectations Hypothesis (EH) of the term structure of interest rates using new ...

Expectations and the Term Structure of Interest Rates.

Dworkin, Michael Gordon

January 1969

PhDFinanceUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157053/1/7004068.pd

SFB 649 Discussion Paper 2005-035 Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

Ralf Brüggemann
Auer Straße
D- Berlin

January 2005

This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 "Economi...

A term structure model and the pricing of interest rate derivatives

Sandmann, Klaus
Sondermann, Dieter

January 1991

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The term structure of interest rates: expectations theory and empirical evidence for Germany

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The term structure of interest rates: expectations theory and empirical evidence for Germany

Abstract

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