A term structure model of interest rates and forward premia: an alternative monetary approach

Authors	W.H. Daal
Supervisors	M.M.G. Fase
Award date	18-10-2002
Organisations	Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam - FEE
Language	English
Downloads	Thesis Cover Titlepage Contents Chapter 1 Introduction Chapter 2 Theoretical Review Chapter 3 A Two-country Monetary-Production Economy Chapter 4 The Two-Country General Equilibrium: A Simplified Case Chapter 5 An Equilibrium Model of Term Structure of Interest Rate and Foreign Exchange Forward Premia Chapter 6 The Empirical Analysis Chapter 7 Summary and Conclusions Samenvatting Appendix Bibliography Acknowledgements Cover
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