The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Pasquale Della Corte; Lucio Sarno; Daniel L. Thornton
| Year of publication: |
2008
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|---|---|
| Authors: | Della Corte, Pasquale ; Sarno, Lucio ; Thornton, Daniel L. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 89.2008, 1, p. 158-174
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| Subject: | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Repo-Geschäft | Repo transactions | USA | United States | 1991-2005 |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003757108