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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Social Systems Research Institute"
~institution:"University of Exeter / Department of Economics"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~person:"Asplund, Marcus"
~person:"Tzavalis, Elias"
~subject:"Rationale Erwartung"
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Ekonomiska forskningsinstitutet <Stockholm>
Social Systems Research Institute
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
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1993
Persistent link: https://www.econbiz.de/10000891677
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
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Wickens, Michael R.
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1994
Persistent link: https://www.econbiz.de/10000895299
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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
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1997
Persistent link: https://www.econbiz.de/10000980792
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