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The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente; Kugler, Peter - 1996
Persistent link: https://www.econbiz.de/10000589029
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171
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Near unit roots and regression based tests of the expectations hypothesis of the term structure of interest rates
Lanne, Markku - 1997
Persistent link: https://www.econbiz.de/10000955968
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2013
Persistent link: https://www.econbiz.de/10010230091
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Anchoring the yield curve using survey expectations
Altavilla, Carlo; Giacomini, Raffaella; Ragusa, Giuseppe - 2014
Persistent link: https://www.econbiz.de/10010239892
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Monetary policy effectiveness & yield curve dynamics : US experience from a heteregeneous economic perspective (2000 - 2009)
Aazim Mohamed Z. M. - In: Journal of academic research in economics 2 (2010) 3, pp. 297
Persistent link: https://www.econbiz.de/10010242427
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Borrowed reserves, Fed funds rate targets, and the term structure
Nilsen, Jeffrey H. - 1997
structure, I find that the average monthly interest rates implied by the expectations theory is consistent with the pattern of …
Persistent link: https://www.econbiz.de/10011536719
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Monetary policy surprises and the expectations hyothesis at the short of the yield curve
Demarialp, Selva (contributor) - 2008
We test the expectations hypothesis by analyzing changes in three month T-Bill rates (TB3) after FOMC meetings. By estimating the revisions in expectations of future overnight rates, we find a one-to-one relationship between changes in TB3 and path revisions. -- Expectations Hypothesis ; Policy...
Persistent link: https://www.econbiz.de/10003735169
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Borrowed reserves, fed funds rate targets and the term structure
Nilsen, Jeffrey H. - In: Monetary policy and interest rates : proceedings of a …, (pp. 80-120). 1998
Persistent link: https://www.econbiz.de/10001303481
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Peso problem explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - In: Journal of monetary economics 48 (2001) 2, pp. 241-270
Persistent link: https://www.econbiz.de/10001610860