haku: @indexterm eurocurrency markets / yhteensä: 109
viite: 20 / 109
| Tekijä: | Marty, R. |
| Otsikko: | Die Zinsstruktur am Euromarkt: eine empirische Studie (Interest structure on the euromarket: an empirical study) |
| Lehti: | Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1990 : VOL. 126:1, p. 51-60 |
| Asiasana: | TERM STRUCTURE OF INTEREST RATES EUROCURRENCY MARKETS |
| Kieli: | ger |
| Tiivistelmä: | 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. |
SCIMA