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

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

BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut
Title: Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe
Author: BRUEGGEMANN, Ralf; LUETKEPOHL, Helmut
Date: 2005
Publisher: European University Institute
Series/Report no.: EUI ECO 2005/08
URI: http://hdl.handle.net/1814/3321

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704