The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Year of publication: |
2019
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Authors: | Güriş, Burak |
Published in: |
Selected topics in applied econometrics. - Berlin : Peter Lang, ISBN 978-3-631-79568-2. - 2019, p. 139-147
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Subject: | Expectation Hypothesis | Fourier Stationarity test | Fourier cointegration test | Zinsstruktur | Yield curve | Kointegration | Cointegration | Erwartungsbildung | Expectation formation | Schätzung | Estimation | Rationale Erwartung | Rational expectations | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
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