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~institution:"Edward Elgar Publishing"
~institution:"University of Exeter / Department of Economics"
~language:"eng"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
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Zinsstruktur
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University of Exeter / Department of Economics
Federal Reserve Bank of San Francisco
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The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
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1998
Persistent link: https://www.econbiz.de/10000998640
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2
A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F.
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1998
Persistent link: https://www.econbiz.de/10000998641
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3
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
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4
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
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1997
Persistent link: https://www.econbiz.de/10000966506
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