Title: On Interest Rates and Asset Prices in Europe: The Selected Essays of Martin M.G. Fase
Publisher: Edward Elgar Publishing Ltd
Publication Date: 1999
Language: English
ISBN 10: 1840640200
ISBN 13: 9781840640205
Binding: Hardcover
Condition: New

About this title

Synopsis

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.

About the Author

The late Martin M.G. Fase, formerly Deputy Executive Director, De Nederlandsche Bank and formerly Professor of Monetary Economics, University of Amsterdam, The Netherlands

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