The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates
Eric Jondeau, Roland Ricart
| Year of publication: |
1999
|
|---|---|
| Authors: | Jondeau, Eric ; Ricart, Roland |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 18.1999, 5, p. 725-750
|
| Subject: | Zinsderivat | Interest rate derivative | Erwartungsbildung | Expectation formation | Theorie | Theory | Zinsstruktur | Yield curve | Euro | Schätzung | Estimation | USA | United States | Deutschland | Germany | Frankreich | France | Großbritannien | United Kingdom | Kointegration | Cointegration |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of International money and finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001415349