In this paper we examine the relationship between the term structure of interest rates for six major European Union countries, to discover if the Exchange Rate Mechanism has lead to a converging of domestic term structures. We test this hypothesis using a model of international interest rate parity
โฆ LIBER โฆ
Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
โ Scribed by Marc-Gregor Czaja; Hendrik Scholz; Marco Wilkens
- Publisher
- Springer US
- Year
- 2009
- Tongue
- English
- Weight
- 367 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0924-865X
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