On the Expectations Hypothesis in US Term Structure
Year of publication: |
2006-07-04
|
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Authors: | Bataa, Erdenebat ; Kim, Dong Heon ; Osborn, Denise R. |
Institutions: | Society for Computational Economics - SCE |
Subject: | expectations hypothesis | term structure of interest rates | vector autoregression |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 508 |
Classification: | G10 - General Financial Markets. General ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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