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The Behavior of Bond Yields Across Exchange-Rate Regimes and the Integration of Capital Markets

Greek Economic Review, December 1993

31 Pages Posted: 7 Nov 2004  

James R. Lothian

Gabelli School of Business, Fordham University; National Bureau of Economic Research (NBER)

Paul S. Jackson

Independent

Abstract

In Europe as elsewhere, the debate over the appropriate exchange-rate regime continues. One of the major sources of contention is the effect of the regime on the economies involved. Did the move to floating exchange rates alter the behavior of important economic and financial variables within countries? Did it alter relationships among countries? If so, to what degree and in what direction?

JEL Classification: F31

Suggested Citation

Lothian, James R. and Jackson, Paul S., The Behavior of Bond Yields Across Exchange-Rate Regimes and the Integration of Capital Markets. Greek Economic Review, December 1993. Available at SSRN: https://ssrn.com/abstract=613965

James R. Lothian (Contact Author)

Gabelli School of Business, Fordham University ( email )

113 West 60th Street
New York, NY 10023
United States
212-636-6147 (Phone)
212-765-5573 (Fax)

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue
Cambridge, MA 02138
United States

Paul S. Jackson

Independent

No Address Available

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