Exchange rate regimes and the expectations hypothesis of the term structure
By: by Stefan Gerlach and Frank Smets.
Contributors: Smets, Frank.; Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 43; BIS working papers (Online) ;; no. 43.
Publisher: Bank for International Settlements, Monetary and Economic Dept.
Published: 1997
Place of publication: Basle, Switzerland
Language: eng
Format: Electronic resource
Subjects: Foreign exchange rates -- Mathematical models.; Foreign exchange administration -- Mathematical models.; Interest rates -- Mathematical models.; Rational expectations (Economic theory) -- Mathematical models.; Monetary policy -- Mathematical models.
Notes: Also available in print.
Includes bibliographical references.
Title from home page (viewed on Nov. 12, 2003).
"July 1997."
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.