The domestic term structure and international interest linkages: a cointegration analysis

International linkages in short and long-term interest rates

Williams, G.
Caporale, G.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(14-98) / BLDSC - British Li...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

The term structure of interest rates among G7 countries

Holmes, M.J
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LU-BC-RP--83/94) / BLDSC -...

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...

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...

Term Structure Linkages Among the New EU Countries and the EMU

Minoas Koukouritakis
Leo Michelis

January 2005

This paper uses cointegration and common trends techniques to investigate empirically the expectatio...

Main determinants of German nominal long-term interest rates: a cointegration analysis

Osuna-Padilla, Victoria
Taehtinen, Timo
Institut fuer Weltwirtschaft Kiel (Germany)

January 1995

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

The term structure of interest rates in the UK and Germany

Nitzsche, D

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005740 / BLDSC - British Library D...

U.S. - European interest rate linkage: A time series analysis for West Germany, Switzerland and the United States

Zurich Eidgenoessische Technische Hochschule (ETH) (Switzerland))
Wolters, J. (Berlin Freie Univ. (Germany))
Kirchgaessner, G. (Osnabrueck Univ. (Germany)
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1985

SIGLETIB Hannover: RN 6494(1985,8) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...

The Linkage of Interest Rates Within the Ems

ARTIS, Michael J.
ZHANG, Wenda

January 1998

The paper explores the linkage between interest rates in Germany and the United States with those on...

Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence

Georgoutsos D.
Kouretas G.

This paper addresses the issue of the empirical investigation of monetary policy independence as thi...

2000), "Interest rates linkages: identifying structural relations

Marco R. Barassi
Guglielmo Maria Caporale
Stephen G. Hall

March 2015

This paper examines the causal linkages which may exist between the G-7 national interest rates. Its...

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

Kuehl, Petra
Schlote, Klaus Wilhelm

January 1986

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

A term structure approach to German monetary policy

Gebauer, Wolfgang

January 1988

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

The Term Structure of Interest Rates: A Cointegration Analysis in the Non-Linear STAR Framework

GÃœNEY, Pelin Ã–GE

December 2013

This paper analysis the term structure of interest rates for the Group of Seven (G7) countries. In a...

International linkages in short and long-term interest rates

Williams, G.
Caporale, G.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(14-98) / BLDSC - British Li...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

The term structure of interest rates among G7 countries

Holmes, M.J
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LU-BC-RP--83/94) / BLDSC -...

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...

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...

Term Structure Linkages Among the New EU Countries and the EMU

Minoas Koukouritakis
Leo Michelis

January 2005

This paper uses cointegration and common trends techniques to investigate empirically the expectatio...

Main determinants of German nominal long-term interest rates: a cointegration analysis

Osuna-Padilla, Victoria
Taehtinen, Timo
Institut fuer Weltwirtschaft Kiel (Germany)

January 1995

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

The term structure of interest rates in the UK and Germany

Nitzsche, D

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN005740 / BLDSC - British Library D...

U.S. - European interest rate linkage: A time series analysis for West Germany, Switzerland and the United States

Zurich Eidgenoessische Technische Hochschule (ETH) (Switzerland))
Wolters, J. (Berlin Freie Univ. (Germany))
Kirchgaessner, G. (Osnabrueck Univ. (Germany)
Berlin Freie Univ. (Germany). Inst. fuer Quantitative Oekonomik und Statistik

January 1985

SIGLETIB Hannover: RN 6494(1985,8) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inf...

The Linkage of Interest Rates Within the Ems

ARTIS, Michael J.
ZHANG, Wenda

January 1998

The paper explores the linkage between interest rates in Germany and the United States with those on...

Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence

Georgoutsos D.
Kouretas G.

This paper addresses the issue of the empirical investigation of monetary policy independence as thi...

2000), "Interest rates linkages: identifying structural relations

Marco R. Barassi
Guglielmo Maria Caporale
Stephen G. Hall

March 2015

This paper examines the causal linkages which may exist between the G-7 national interest rates. Its...

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

Kuehl, Petra
Schlote, Klaus Wilhelm

January 1986

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

A term structure approach to German monetary policy

Gebauer, Wolfgang

January 1988

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

The Term Structure of Interest Rates: A Cointegration Analysis in the Non-Linear STAR Framework

GÃœNEY, Pelin Ã–GE

December 2013

This paper analysis the term structure of interest rates for the Group of Seven (G7) countries. In a...

International linkages in short and long-term interest rates

Williams, G.
Caporale, G.
London Business School (United Kingdom). Centre for Economic Forecasting

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.3859(14-98) / BLDSC - British Li...

Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe

BRUEGGEMANN, Ralf
LUETKEPOHL, Helmut

January 2005

A system of U.S. and euro-area short and long-term interest rates is analyzed. According to the expe...

The term structure of interest rates among G7 countries

Holmes, M.J
Loughborough Univ. of Technology (United Kingdom). Banking Centre

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:7752.5575(LU-BC-RP--83/94) / BLDSC -...

The domestic term structure and international interest linkages: a cointegration analysis

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The domestic term structure and international interest linkages: a cointegration analysis

Abstract

Extracted data

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