The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Year of publication: |
2011
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Authors: | Garganas, Eugenie ; Hall, Stephen G. |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 16.2011, 2, p. 152-171
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Subject: | Interest rates | expectations hypothesis | small sample bias | Erwartungsbildung | Expectation formation | Zinsstruktur | Yield curve | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation |
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