A factor model of term structure slopes in Eurocurrency markets

Applied Economics Letters

Volumn 9, Issue 9, 2002, Pages 585-593

  Domínguez, Emilio ^a   Novales, Alfonso ^a  

^a PUBLIC UNIVERSITY OF NAVARRE   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; FORECASTING METHOD; MARKET CONDITIONS;

CANADA;

EID: 0036309794     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/13504850110111199     Document Type: Article

References (9)

1. The term structure as a predictor of real economic activity
2. The term structure spread and future changes in long and short rates in the G7 countries
3. Interest rate linkages within the European monetary system: A time series analysis
4. Interest rate linkages within the European monetary system: Further analysis
5. International term structures and real economic growth
6. Testing for common trends
7. German dominance in the EMS: Evidence from interest rates