A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
Year of publication: |
2014-06-23
|
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Authors: | Sahut, Jean-Michel |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Term structure of interest rates | Non linearity | expectation hypothesis | flexible models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-352 16 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C22 - Time-Series Models ; G10 - General Financial Markets. General |
Source: |
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A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
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Della Corte, Pasquale, (2007)
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A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
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