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La prévision des taux longs français et allemands à partir d'un modèle à anticipations rationnelles
Jondeau, Eric; Sédillot, Franck - 1998
Persistent link: https://www.econbiz.de/10000989567
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VAR Model and the Test of the Expectations Hypothesis of the Term Structure (In French)
Jondeau, Eric - 2011
period 1975-96. The main results are the following: the expectations theory is well accepted for French and UK rates but …
Persistent link: https://www.econbiz.de/10014187493
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Modeling the term structure of exchange rate expectations
Bauer, Christian; Horlemann, Sebastian - In: Annals of economics and finance 17 (2016) 2, pp. 303-335
Persistent link: https://www.econbiz.de/10011656907
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Zinsstruktur und Zinsprognose : theoretische Beziehungen und empirische Evidenzen für die Bundesrepublik Deutschland
Anker, Peter - 1993
Persistent link: https://www.econbiz.de/10013420387
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Zinsstruktur, reales Wirtschaftswachstum und Geldpolitik : eine ökonometrische Analyse am Beispiel Deutschlands
Nienstedt, Dietmar - 1996
Persistent link: https://www.econbiz.de/10013436899
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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
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Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives
Santini, Amia - 2022
1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions.
Persistent link: https://www.econbiz.de/10013192353
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The term structure of expectations
Crump, Richard K.; Eusepi, Stefano; Mönch, Emanuel; … - 2021
Economic theory predicts that intertemporal decisions depend critically on expectations about future outcomes. Using …
Persistent link: https://www.econbiz.de/10012660381