Rational expectations and the expectations model of the term structure : a test using weekly data
Year of publication: |
1983
|
---|---|
Authors: | Jones, David S. ; Roley, V. Vance |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 12.1983, 3, p. 453-465
|
Subject: | Kapitalzinsstruktur | Wertpapier | Wirtschaftserwartung | Vereinigte Staaten |
-
Fama, Eugene F., (1984)
-
Forecasting long-term interest rates : a new method
Horan, Lawrence J., (1978)
-
Duration and interest rate risk
Ma, Ronald, (1976)
- More ...
-
Jones, David S., (1982)
-
Rational expectations, the expectations hypothesis, and treasury bill yields : an econometrics
Jones, David S., (1982)
-
Bliss points in mean-variance portfolio models
Jones, David S., (1981)
- More ...