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Estimating the term structure of interest rates from French data

Ricart, Roland; Sicsic, Pierre; Jondeau, Eric - In: Zero-coupon yield curves : technical documentation, (pp. 7-8). 2005

Persistent link: https://www.econbiz.de/10003288584

La théorie des anticipations de la structure par terme : test à partir des titres publics français

Jondeau, Eric; Ricart, Roland - In: Annales d'économie et de statistique (1998), pp. 1-22

Persistent link: https://www.econbiz.de/10001534512

Le contenu en information de la pente des taux : application au cas des titres publics français

Jondeau, Eric; Ricart, Roland - In: Economie & prévision : EP (1999) 4/5, pp. 1-20

Persistent link: https://www.econbiz.de/10001490852

The expectation theory : tests on French, German, and American Euro-rates

Jondeau, Eric; Ricart, Roland - 1996

Persistent link: https://www.econbiz.de/10000937563

Le contenu en information de la pente des taux : application au cas des titres publics français

Jondeau, Eric; Ricart, Roland - 1997

Persistent link: https://www.econbiz.de/10000963783

La théorie des anticipations de la structure par terme : test à partir des titres publics franca̧is

Jondeau, Eric; Ricart, Roland - 1997

Persistent link: https://www.econbiz.de/10000968629

The expectations theory: tests on French, German and American euro-rates

Jondeau, Eric - In: The determination of long-term interest rates and …, (pp. 186-213). 1996

Persistent link: https://www.econbiz.de/10001321310

The expectations hypothesis of the term structure : tests on US, German, French, and UK Euro-rates

Jondeau, Eric; Ricart, Roland - In: Journal of international money and finance 18 (1999) 5, pp. 725-750

Persistent link: https://www.econbiz.de/10001415349

The information content of the French and German government bond yield curves : why such differences?

Jondeau, Eric; Ricart, Roland - 1999

Persistent link: https://www.econbiz.de/10001363733

The Expectations Hypothesis of the Term Structure : Tests on US, German, French, and UK Euro-Rates

Jondeau, Eric - 2011

This paper deals with tests of the expectations hypothesis of the term structure on French, German, UK and US short-term interest rates. Three tests are examined: the first is based on forward rates and the other two are based on the interest rates spread. First, we show that the puzzle...

Persistent link: https://www.econbiz.de/10013131856