Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
By: Robert J. Hodrick and Maria Vassalou.
Contributors: Vassalou, Maria.; Centre for Economic Policy Research.
Series: Discussion paper series -- no. 3056; Disucssion paper series (Centre for Economic Policy Research) -- no. 3056.
Publisher: Centre for Economic Policy Research
Published: 2001
Place of publication: London
Language: eng
Number of pages: 38
Notes: Includes bibliographical references.