Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics?

Journal of Economic Dynamics and Control

Volumn 26, Issue 7-8, 2002, Pages 1275-1299

  Hodrick, Robert ^a   Vassalou, Maria ^a  

^a 305 Uris Hall ^*  (United States)

Author keywords

Bond returns; Exchange rate; Interest rate; Multi country models

Indexed keywords

EID: 0036199716     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(01)00048-3     Document Type: Article

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