On Interest Rates and Asset Prices in Europe
Subtitle: The Selected Essays of Martin M.G. Fase
Publisher: Edward Elgar Publishing
Published: March 1999
Language: eng
Format: Hardcover
Number of pages: 320
ISBN-13: 9781840640205
Subjects: Econometrics; Finance; Monetary economics; Investments & Securities - General; Monetary Fluctuations; Business & Economics; Business / Economics / Finance; Business/Economics; Stocks; Interest; Europe; Interest rates; Prices
Description: This book presents a quarter of a century of empirical research on interest rates and a variety of asset prices. It will serve to deepen our understanding of asset price inflation. The book includes extensive analysis of the measurement of interest rates, with case studies from The Netherlands, Belgium and EMU, and emphasizes statistical measurement and the attempt to understand interest rate behaviour through statistical estimation.