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| Author: | Marty, R. |
| Title: | Die Zinsstruktur am Euromarkt: eine empirische Studie (Interest structure on the euromarket: an empirical study) |
| Journal: | Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1990 : VOL. 126:1, p. 51-60 |
| Index terms: | TERM STRUCTURE OF INTEREST RATES EUROCURRENCY MARKETS |
| Language: | ger |
| Abstract: | The two most popular theories of the term structure of interest rates are the expectations and the risk premium theories. The article tests the expectations theory relying on data of 6 European countries. Results show that the expectations theory has a good predictive power. Risk premia however are present only in some countries' interest rates and not in those of others. |
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