The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction

DOI10.1016/S0165-1765(99)00211-6zbMath1026.91512OpenAlexW2097709920WikidataQ113440821 ScholiaQ113440821MaRDI QIDQ1606434

Peter Kugler

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00211-6

zbMATH Keywords

interest ratemonetary policyrational expectations model

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (2)

The revival of the expectations hypothesis of the US term structure of interest rates ⋮ Uncovered interest parity and policy behavior: New evidence

Cites Work

• The revival of the expectations hypothesis of the US term structure of interest rates

This page was built for publication: The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction