Small sample properties of the regression test of the expectations model of the term structure
Year of publication: |
1997
|
---|---|
Authors: | Schotman, Peter C. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 57.1997, 2, p. 129-134
|
Subject: | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory |
-
"Peso problem" explanations for term structure anomalies
Bekaert, Geert, (1997)
-
Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric, (1997)
-
"Peso problem" explanations for term structure anomalies
Bekaert, Geert, (1997)
- More ...
-
STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION
Hoevenaars, Roy P. P. M., (2014)
-
The Volatility of Long-term Bond Returns: Persistent Interest Shocks and Time-varying Risk Premiums
Osterrieder, Daniela, (2012)
-
Price Discovery in Fragmented Markets
Jong, Frank De, (2010)
- More ...