Rethinking cointegration and the expectation hypothesis of the term structure
Jing Li, George Davis
| Year of publication: |
December 2017
|
|---|---|
| Authors: | Li, Jing ; Davis, George Keith |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 44.2017, p. 177-189
|
| Subject: | Cointegration | Term structure | Expectation hypothesis | Error correction model | Kointegration | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.09.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818012