The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies

Author:

Holmes Mark J.,Otero Jesús,Panagiotidis Theodore

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era;Baharumshah;Global Finance Journal,2005

2. Uncovered interest rate parity and the term structure;Bekaert;Journal of International Money and Finance,2007

3. The term structure of interest rates in a small open economy;Beenstock;Journal of Money, Credit and Banking,1981

4. Monetary policy regimes and the international term structure of interest rates;Bisignano;Federal Reserve Bank of San Francisco Review,1983

5. Interest parity, cointegration, and the term structure in Canada and the United States;Boothe;Canadian Journal of Economics,1991

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