Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure

Monetary Policy and Interest Rates ◽

10.1007/978-1-349-26891-7_2 ◽

1998 ◽

pp. 11-35 ◽

Cited By ~ 2

Author(s):

Stefan Gerlach ◽

Frank Smets

Keyword(s):

Exchange Rate ◽

Term Structure ◽

Exchange Rate Regimes ◽

Expectations Hypothesis

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Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure

SSRN Electronic Journal ◽

10.2139/ssrn.99688 ◽

1997 ◽

Cited By ~ 4

Author(s):

Stefan Gerlach ◽

Frank Smets

Keyword(s):

Exchange Rate ◽

Term Structure ◽

Exchange Rate Regimes ◽

Expectations Hypothesis

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Exchange Rate Volatility, Trade, and Capital Flows under Alternative Exchange Rate Regimes

10.1017/cbo9780511549281 ◽

2000 ◽

Cited By ~ 11

Author(s):

Piet Sercu ◽

Raman Uppal

Keyword(s):

Exchange Rate ◽

Capital Flows ◽

Exchange Rate Regimes ◽

Exchange Rate Volatility

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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis

CFA Digest ◽

10.2469/dig.v31.n2.875 ◽

2001 ◽

Vol 31 (2) ◽

pp. 61-62

Author(s):

David B. Miyazaki

Keyword(s):

Term Structure ◽

Short Term ◽

Expectations Hypothesis ◽

New Evidence

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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

CFA Digest ◽

10.2469/dig.v37.n3.4780 ◽

2007 ◽

Vol 37 (3) ◽

pp. 23-24

Author(s):

Richard D. Long

Keyword(s):

Term Structure ◽

Bond Yields ◽

Expectations Hypothesis

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The Expectations Hypothesis of the Term Structure: A Test Using French Government Bonds (In French)

SSRN Electronic Journal ◽

10.2139/ssrn.1734751 ◽

1997 ◽

Author(s):

Eric Jondeau ◽

Roland Ricart

Keyword(s):

Term Structure ◽

Government Bonds ◽

Expectations Hypothesis ◽

French Government

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VAR Model and the Test of the Expectations Hypothesis of the Term Structure (In French)

SSRN Electronic Journal ◽

10.2139/ssrn.1734748 ◽

1997 ◽

Author(s):

Eric Jondeau

Keyword(s):

Term Structure ◽

Var Model ◽

Expectations Hypothesis

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Verifiability: A Rationale for the Failure of Intermediate Exchange Rate Regimes

SSRN Electronic Journal ◽

10.2139/ssrn.209317 ◽

2000 ◽

Cited By ~ 2

Author(s):

Jeffrey A. Frankel ◽

Sergio L. Schmukler ◽

Luis Serven

Keyword(s):

Exchange Rate ◽

Exchange Rate Regimes

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Fixed Exchange Rate Regimes and Financial Markets as Sources of Macroeconomic Discipline

SSRN Electronic Journal ◽

10.2139/ssrn.2354464 ◽

2013 ◽

Author(s):

Thomas D. Willett ◽

Eric M.P. Chiu ◽

Stefanie Walter

Keyword(s):

Exchange Rate ◽

Financial Markets ◽

Exchange Rate Regimes ◽

Fixed Exchange Rate

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Private Sector Profitability and Depreciation Pressure within Managed Floating Exchange Rate Regimes: Evidence from Nigeria

SSRN Electronic Journal ◽

10.2139/ssrn.2475527 ◽

2014 ◽

Cited By ~ 2

Author(s):

Oghenovo A. Obrimah

Keyword(s):

Exchange Rate ◽

Private Sector ◽

Exchange Rate Regimes ◽

Floating Exchange Rate ◽

Managed Floating

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Business Cycle Asymmetries and the Nominal Exchange Rate Regimes

SSRN Electronic Journal ◽

10.2139/ssrn.321395 ◽

2002 ◽

Author(s):

Weshah A. Razzak

Keyword(s):

Exchange Rate ◽

Business Cycle ◽

Exchange Rate Regimes ◽

Nominal Exchange Rate

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