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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Exeter / Department of Economics"
~institution:"World Bank"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Living Standards Measurement Study, LSMS, The World Bank, Development Research Department, Working paper"
~subject:"Zinsstruktur"
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Tzavalis, Elias
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Harris, Richard D. F.
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Ekonomiska forskningsinstitutet <Stockholm>
University of Exeter / Department of Economics
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Discussion papers in economics
Living Standards Measurement Study, LSMS, The World Bank, Development Research Department, Working paper
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ECONIS (ZBW)
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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
-
1993
Persistent link: https://www.econbiz.de/10000891677
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2
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
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3
Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
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4
The expectations hypothesis of the term structure and time varying risk premia : a panel data approach
Harris, Richard D. F.
-
1998
Persistent link: https://www.econbiz.de/10000998640
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5
Tests of the expectations hypothesis of the term structure in a model with Bayesian learning
Bulkley, George
;
Harris, Richard D. F.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000966506
Saved in:
6
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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