Monetary Policy, Interest Rate Rules, and the Term Structure of Interest Rates: Theoretical Considerations and Empirical Implications

by Ralf Fendel

Interest rate rules play an important role in the empirical analysis of monetary policy as well as in modern monetary theory. Besides giving a comprehensive insight into this line of research the study incorporates the term structure of interest rates into interest rate rules. This is performed analytically as well as empirically. In doing so, state of the art techniques of modern finance for the analysis of the term structure of interest rates are...

• Format: Paperback
• Language: English
• ISBN: 3631558945
• ISBN13: 9783631558942
• Release Date: January 2007
• Publisher: Peter Lang Gmbh, Internationaler Verlag Der W
• Length: 187 Pages