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Testing the expectations hypothesis with survey forecasts : the impacts of consumer sentiment and the zero lower bound in an I(2) CVAR

Stillwagon, Josh R. - In: Journal of international financial markets, … 35 (2015), pp. 85-101

Persistent link: https://www.econbiz.de/10011474715

Time series analysis of the US term structure of interest rates using a Bayesian Markov switching cointegration model

Sugita, Katsuhiro - In: International journal of economics and finance 9 (2017) 3, pp. 49-56

Persistent link: https://www.econbiz.de/10011642177

Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?

Boukhatem, Jamel - In: The journal of applied business research 32 (2016) 1, pp. 239-254

Persistent link: https://www.econbiz.de/10011436544

Expectations hypothesis in the context of debt crisis : evidence from five major EU countries

Kukuritakēs, Minōas - In: Research in economics : an international review of economics 67 (2013) 3, pp. 243-258

Persistent link: https://www.econbiz.de/10010202962

VAR Model and the Test of the Expectations Hypothesis of the Term Structure (In French)

Jondeau, Eric - 2011

us to prefer an indirect estimation based on the error-correction model. This approach is applied to euro-rates over the … 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

Testing the expectations hypothesis of the term structure with permanent-transitory component models

Casalin, Fabrizio - In: Journal of banking & finance 37 (2013) 8, pp. 3192-3203

Persistent link: https://www.econbiz.de/10009778452

Rethinking cointegration and the expectation hypothesis of the term structure

Li, Jing; Davis, George Keith - In: Journal of empirical finance 44 (2017), pp. 177-189

Persistent link: https://www.econbiz.de/10011818012

Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

The expectations hypothesis of the term structure : further empirical evidence for India (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 68 (2015) 3, pp. 401-421

Persistent link: https://www.econbiz.de/10011348834

Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates

Chen, Cathy Yi-Hsuan; Chiang, Thomas C. - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011797010

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