The Term Structure of the Spreads between Portuguese and German Interest Rates during Stage II of EMU

The spread between interest rates denominated in different currencies represents the expectations on exchange rate changes, according to the uncovered interest rate parity condition. In the present research the short- and long-term spreads between Portuguese and German Treasury bonds interest rates...

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Bibliographic Details
Main Author: Fonseca, José Soares da (author)
Format: other
Language:eng
Published: 2002
Subjects:
Online Access:http://hdl.handle.net/10316/11777
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11777