Rational bias in yield curve forecasts
Year of publication: |
2001
|
---|---|
Authors: | Peterson, Steven P. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 83.2001, 3, p. 457-464
|
Subject: | Zinsstruktur | Yield curve | Prognose | Forecast | Systematischer Fehler | Bias | Rationale Erwartung | Rational expectations | USA | United States | 1987-1996 |
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