Cointegration analysis of the expectations theory of the term structure
Year of publication: |
1995
|
---|---|
Authors: | Nourzad, Farrokh |
Other Persons: | Grennier, R. S. (contributor) |
Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 47.1995, 3, p. 281-292
|
Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1981-1994 |
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