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- W2097709920 abstract "A rational expectations model with endogenous monetary policy reacting to the exchange rate and the term spread shows that the empirical performance of the expectations hypothesis of the term structure and the uncovered interest rate parity hypothesis improves with the strength of the policy reaction to the exchange rate and the term spread, respectively." @default.
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- W2097709920 date "2000-02-01" @default.
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- W2097709920 title "The expectations hypothesis of the term structure of interest rates, open interest rate parity and central bank policy reaction" @default.
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- W2097709920 doi "https://doi.org/10.1016/s0165-1765(99)00211-6" @default.
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