The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach
Mark J. Holmes, Jesús Otero, Theodore Panagiotidis
| Year of publication: |
November 2015
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| Authors: | Holmes, Mark J. ; Otero, Jesús G. ; Panagiōtidēs, Theodōros |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 34.2015, p. 301-313
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| Subject: | Monetary policy | Interest rates | Term structure | Pair-wise cointegration | Speed of adjustment | Maturity | Zinsstruktur | Yield curve | Geldpolitik | Kointegration | Cointegration | Schätzung | Estimation | Zins | Interest rate | Theorie | Theory | Erwartungsbildung | Expectation formation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2015.09.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011540004