English, Article, Journal or magazine article edition: Expectations and Risk Premia in the Determination of Long-Term Interest Rates in Ireland Patrick Honohan; Charles Conroy

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Bookmark: http://trove.nla.gov.au/version/105541
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Expectations and Risk Premia in the Determination of Long-Term Interest Rates in Ireland
Author
  • Patrick Honohan
  • Charles Conroy
Physical Description
  • preprint
Notes
  • The role of expectations in influencing long-term interest rates in Ireland is examined. In the case of long-term securities, interest rate risk is added to exchange rate risk as a barrier to arbitrage between yields at home and abroad. Nevertheless, we find that fluctuations in world interest rates seem to have a strong influence on Irish long rates. Domestic influences are also undoubtedly important, but cannot easily and reliably be modeled in terms of either rational expectations of short rates or inflation, or by reference to quantifiable indicators of confidence such as current inflation differentials or government borrowing.
  • RePEc:esr:wpaper:wp048
Language
  • English
Contributed by
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