Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Year of publication: |
2006
|
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Authors: | Thornton, Daniel L. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 38.2006, 2, p. 511-542
|
Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation |
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