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On Interest Rates and Asset Prices in Europe

On Interest Rates and Asset Prices in Europe

The Selected Essays of Martin M.G. Fase

Hardback

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  • Release Date: 27/01/1999
  • Barcode: 9781840640205
  • Imprint: Edward Elgar Publishing
  • Publisher: Edward Elgar Publishing
On Interest Rates and Asset Prices in Europe

On Interest Rates and Asset Prices in Europe

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DESCRIPTION

The Selected Essays of Martin M.G. Fase
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.
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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  • Pages: 320
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