Testing the expectations hypothesis of the term structure of interest rates in the presence of a potential regime shift
Year of publication: |
2003
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Authors: | Lanne, Markku |
Published in: |
Papers in money, macroeconomics and finance : proceedings of the Money, Macroeconomics and Finance Research Group. - Oxford [u.a.] : Wiley-Blackwell, ZDB-ID 1084799-6. - Vol. 71.2003, p. 54-67
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Subject: | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | Rationale Erwartung | Rational expectations |
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