On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates
Year of publication: |
January 1996
|
---|---|
Authors: | Bekaert, Geert |
Other Persons: | Marshall, David A. (contributor) ; Hodrick, Robert J. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Erwartungsbildung | Expectation formation | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER technical working paper series ; no. t0191 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/t0191 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio, (2019)
-
"Peso problem" explanations for term structure anomalies
Bekaert, Geert, (1997)
-
The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Garganas, Eugenie, (2011)
- More ...
-
"Peso Problem" Explanations for Term Structure Anomalies
Bekaert, Geert, (1997)
-
The Implications of First-Order Risk Aversion for Asset Market Risk Premiums
Bekaert, Geert, (1994)
-
Bekaert, Geert, (2000)
- More ...