Does the Expectation Hypothesis Hold at the Shortest End of the Term Structure?
Year of publication: |
2009
|
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Authors: | Uesugi, Iichiro ; Yamashiro, Guy M. |
Published in: |
Hitotsubashi Journal of Economics. - Graduate School of Economics. - Vol. 50.2009, 1, p. 71-85
|
Publisher: |
Graduate School of Economics |
Subject: | Term Structure | Predictability | Money Market |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) |
Source: |
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