Inference in expectations models of the term structure : a non-parametric approach
Year of publication: |
1993
|
---|---|
Authors: | Campbell, Bryan |
Other Persons: | Galbraith, John W. (contributor) |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 18.1993, 4, p. 623-638
|
Subject: | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | USA | United States | Kanada | Canada | 1960-1989 |
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