The Role of Short Rates and Foreign Long Rates in the Determination of Long-Term Interest Rates

John Fell

Working Papers from European Monetary Institute

Abstract: This study examines the changing relationship between domestic long-term , domestic short-term and foreign long-term interest rates.

Keywords: INTEREST RATE; FINANCIAL MARKET; INFLATION; EXPECTATIONS (search for similar items in EconPapers)
JEL-codes: E43 F21 G15 (search for similar items in EconPapers)
Pages: 12 pages
Date: 1996
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:eurmoi:4

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