The term structure and the expectations hypothesis: a threshold model
Year of publication: |
2008-07-15
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Authors: | Modena, Matteo |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Expectations Hypothesis | Term Premia | Threshold Models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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The Term Structure and the Expectations Hypothesis: a Threshold Model
Modena, Matteo, (2008)
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Macro Expectations, Aggregate Uncertainty, and Expected Term Premia
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