Arbitrage and the expectations hypothesis
Year of publication: |
2000
|
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Authors: | Longstaff, Francis A. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 2, p. 989-994
|
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Unvollkommener Markt | Incomplete market | Arbitrage | Zero-Bond | Zero-coupon bond | Theorie | Theory |
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