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. The book also includes an examination of historical interest rate development in the long run, both theoretically and empirically. In conclusion, Professor Fase also analyses the behaviour of bonds, stocks and investment in art and examines the factors indispensable for a monetary strategy designed to target inflation.

On Interest Rates and Asset Prices in Europe: The Selected Essays of Martin M.G. Fase

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Hardback by Martin M.G. Fase

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This book presents a quarter of a century of empirical research on interest rates and a variety of asset prices.... Read more

    Publisher: Edward Elgar Publishing Ltd
    Publication Date: 27/01/1999
    ISBN13: 9781840640205, 978-1840640205
    ISBN10: 1840640200

    Number of Pages: 320

    Non Fiction , Business, Finance & Law

    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. The book also includes an examination of historical interest rate development in the long run, both theoretically and empirically. In conclusion, Professor Fase also analyses the behaviour of bonds, stocks and investment in art and examines the factors indispensable for a monetary strategy designed to target inflation.

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