The term premium and the puzzles of the expectations hypothesis of the term structure
Year of publication: |
2004
|
---|---|
Authors: | Tzavalis, Elias |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 21.2004, 1, p. 73-93
|
Subject: | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | VAR-Modell | VAR model |
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