A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates
Year of publication: |
2011
|
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Authors: | Sahut, Jean-Michel |
Other Persons: | Mili, Mehdi (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Zins | Interest rate | Schätzung | Estimation | Theorie | Theory | Erwartungsbildung | Expectation formation | Rationale Erwartung | Rational expectations |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economics Bulletin, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 5, 2011 erstellt |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; C22 - Time-Series Models ; G10 - General Financial Markets. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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