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Year of publication
Subject
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expectations hypothesis 76 Expectations hypothesis 63 Yield curve 55 Zinsstruktur 55 Erwartungsbildung 44 Expectation formation 43 Theorie 39 Schätzung 35 Expectations Hypothesis 34 Theory 34 Estimation 30 Risikoprämie 30 Risk premium 28 term structure 24 term structure of interest rates 22 Cointegration 16 Rational expectations 14 Rationale Erwartung 13 Term structure 13 Term structure of interest rates 13 Capital income 12 Kapitaleinkommen 12 Kointegration 12 USA 12 cointegration 12 Forecasting model 11 Prognoseverfahren 11 Anleihe 10 Bond 10 Term Structure 10 VAR-Modell 9 Volatility 9 Volatilität 9 monetary policy 9 Term Structure of Interest Rates 8 Forecast 7 Prognose 7 Geldpolitik 6 Interest rate 6 Monetary Policy 6
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Online availability
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Free 89 Undetermined 49 CC license 1
Type of publication
All
Book / Working Paper 103 Article 70
Type of publication (narrower categories)
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Article in journal 39 Aufsatz in Zeitschrift 39 Working Paper 28 Graue Literatur 12 Non-commercial literature 12 Arbeitspapier 11 Article 2 Conference paper 1 Konferenzbeitrag 1 Thesis 1 review-article 1
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Language
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English 112 Undetermined 58 Spanish 2 French 1
Author
All
Vries, Casper G. de 5 Weber, Enzo 5 Demiralp, Selva 4 Gerlach, Stefan 4 Giese, Julia V. 4 Jondeau, E. 4 Mikosch, Thomas 4 Ravenna, Federico 4 Wang, Xuedong 4 Brooks, Robert 3 Chen, Cathy Yi-Hsuan 3 Chiang, Thomas C. 3 Cline, Brandon N. 3 Dewachter, Hans 3 Dick, Christian D. 3 Driffill, John 3 Eriksen, Jonas Nygaard 3 Iania, Leonardo 3 Kim, Dong-heon 3 Lyrio, Marco 3 Ricart, R. 3 Rotondi, Zeno 3 Schmeling, Maik 3 Schrimpf, Andreas 3 Strohsal, Till 3 Tillmann, Peter 3 Arango, Mónica Arango 2 Azar, Samih Antoine 2 Barros Luís, Jorge 2 Bataa, Erdenebat 2 Carpenter, Seth B. 2 Cassola, Nuno 2 Crump, Richard K. 2 De Rezende, Rafael B. 2 Domínguez, Emilio 2 Drakos, Konstantinos 2 Díaz Pérez, Antonio 2 Enders, Walter 2 Engsted, Tom 2 Eusepi, Stefano 2
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Institution
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C.E.P.R. Discussion Papers 9 Banque de France 5 Society for Computational Economics - SCE 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 3 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 2 School of Economics and Management, University of Aarhus 2 Society for Economic Dynamics - SED 2 Suomen Pankki 2 İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi 2 Banco de la Republica de Colombia 1 Birkbeck, Department of Economics, Mathematics & Statistics 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Cowles Foundation for Research in Economics, Yale University 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Mathematics and Statistics, Birkbeck College 1 Department of Economics, Trinity College 1 Department of Economics, Waikato Management School 1 Deutsche Bank Research 1 Econometric Society 1 Economic Research Southern Africa (ERSA) 1 Ehrvervøkonomisk Institut, Institut for Økonomi 1 European Central Bank 1 Finance Discipline Group, Business School 1 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 1 Institut für Weltwirtschaft (IfW) 1 Institute for Financial Research (SIFR) 1 Institute for International Economic Studies (IIES), Stockholms Universitet 1 Institute of Economic Research, Korea University 1 Instituto Valenciano de Investigaciones Económicas (IVIE) 1 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 1 Money Macro and Finance Research Group 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 Research Institute for Market Economy, Sogang University 1 School of Economics and Political Science, Universität St. Gallen 1 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1 Sveriges Riksbank 1 Swiss Finance Institute 1 Tinbergen Institute 1 Tinbergen Instituut 1
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Published in...
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CEPR Discussion Papers 9 MPRA Paper 5 Working papers / Banque de France 5 Journal of Banking & Finance 3 Journal of banking & finance 3 University of Regensburg Working Papers in Business, Economics and Management Information Systems 3 Working Paper 3 Applied economics 2 Bonn Econ Discussion Papers 2 CREATES Research Papers 2 Computing in Economics and Finance 2004 2 Computing in Economics and Finance 2006 2 Discussion paper / Tinbergen Institute 2 Documentos de Trabajo del ICAE 2 Dynamic Econometric Models 2 Economia Internazionale / International Economics 2 Journal of International Financial Markets, Institutions and Money 2 Journal of financial and quantitative analysis : JFQA 2 Journal of international financial markets, institutions & money 2 Koç University-TUSIAD Economic Research Forum Working Papers 2 Quantitative finance 2 Research Discussion Papers / Suomen Pankki 2 Studies in Nonlinear Dynamics & Econometrics 2 Tinbergen Institute Discussion Paper 2 Tinbergen Institute Discussion Papers 2 2004 Meeting Papers 1 2005 Meeting Papers 1 Annals of economics and finance 1 Annual Review of Financial Economics 1 Applied Economics Quarterly (formerly: Konjunkturpolitik) 1 Applied economics letters 1 Argumenta oeconomica 1 Asia-Pacific financial markets 1 Bank of Finland Discussion Papers 1 Bank of Finland Research Discussion Papers 1 Birkbeck Working Papers in Economics and Finance 1 Borradores de Economia 1 CEIS Research Paper 1 CESifo Working Paper 1 CESifo working papers 1
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Source
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RePEc 98 ECONIS (ZBW) 54 EconStor 19 BASE 1 Other ZBW resources 1
Showing 1 - 50 of 173
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Is there hope for the expectations hypothesis?
Crump, Richard K.; Eusepi, Stefano; Mönch, Emanuel - 2024
Most macroeconomic models impose a tight link between expected future short rates and the term structure of interest rates via the expectations hypothesis (EH). While the EH has been systematically rejected in the data, existing work evaluating the EH generally assumes either full-information...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014581787
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Is there hope for the expectations hypothesis?
Crump, Richard K.; Eusepi, Stefano; Mönch, Emanuel - 2024
Most macroeconomic models impose a tight link between expected future short rates and the term structure of interest rates via the expectations hypothesis (EH). While the EH has been systematically rejected in the data, existing work evaluating the EH generally assumes either full-information...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014519064
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Repo rates as reference interest rates : testing the expectations hypothesis of the term structure of interest rates
Nenadovic, Sanja - In: Economic analysis : EA 55 (2022) 2, pp. 8-19
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013531041
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A Comparative Analysis of the Expectations Hypothesis of the Term Structure of Interest Rates between the BRICS and G7 Countries
Muzindutsi, Paul‑Francois; Mposelwa, Sinethemba - In: Comparative Economic Research. Central and Eastern Europe 24 (2021) 2, pp. 87-102
This paper examines the predictive ability of the expectations hypothesis of the term structure of interest rates in the BRICS and G7 countries by relating each country's monthly 3-month Treasury bill rate to 10-year government bond rates, from May 2003 to May 2018. The panel ARDL model,...
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A comparative analysis of the expectations hypothesis of the term structure of interest rates between the BRICS and G7 countries
Muzindutsi, Paul-Francois; Mposelwa, Sinethemba - In: Comparative economic research : Central and Eastern Europe 24 (2021) 2, pp. 87-102
This paper examines the predictive ability of the expectations hypothesis of the term structure of interest rates in the BRICS and G7 countries by relating each country’s monthly 3‑month Treasury bill rate to 10‑year government bond rates, from May 2003 to May 2018. The panel ARDL model,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012665036
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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, ebvufind01.dmz1.zbw.eu/10014337024
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Currency risk premiums : a multi-horizon perspective
Chernov, Mikhail; Dahlquist, Magnus - 2023
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The information in global interest rate futures contracts
Brooks, Robert; Cline, Brandon N.; Teterin, Pavel; You, Yu - In: The journal of futures markets 42 (2022) 6, pp. 1135-1166
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013287935
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Funding shortages, expectations, and forward rate risk premium
Jarrow, Robert A.; Lamichhane, Sujan - In: Quantitative finance 22 (2022) 7, pp. 1321-1341
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013367902
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Zero-coupon interest rates : evaluating three alternative datasets
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - 2018
The zero-coupon yield curve is a common input for most financial purposes. The authors consider three popular yield curve datasets, and explore the extent to which the decision as to what dataset to use for an application may have implications on the results. The paper illustrates why such...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011901875
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Risk Premia and the VIX Term Structure
Johnson, Travis L. - 2018
The shape of the VIX term structure conveys information about the price of variance risk rather than expected changes in the VIX, a rejection of the expectations hypothesis. A single principal component, Slope, summarizes nearly all this information, predicting the excess returns of S&P 500...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012937549
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Expected Business Conditions and Bond Risk Premia
Eriksen, Jonas Nygaard - 2018
This paper studies the predictability of bond risk premia by means of expectations to future business conditions using survey forecasts from the Survey of Professional Forecasters. We show that expected business conditions consistently affect excess bond returns and that the inclusion of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012937778
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Testing the expectations hypothesis and explaining the determinants of term premia : evidence from the Indian money market
Nath, Golaka C.; Pawaskar, Vardhana; Dalvi, Manoj; … - In: Applied economics 53 (2021) 41, pp. 4750-4768
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Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios; Elias, Nikolaos; Smyrnakis, … - In: Journal of economics and finance : JEF 45 (2021) 2, pp. 252-269
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012496681
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The term structure of systematic and idiosyncratic risk
Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - 2017
We study the term structure of variance (total risk), systematic and idiosyncratic risk. Consistent with the expectations hypothesis, we find that, for the entire market, the slope of the term structure of variance is mainly informative about the path of future variance. Thus, there is little...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011776723
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The term structure of systematic and idiosyncratic risk
Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - 2017
We study the term structure of variance (total risk), systematic and idiosyncratic risk. Consistent with the expectations hypothesis, we find that, for the entire market, the slope of the term structure of variance is mainly informative about the path of future variance. Thus, there is little...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011751173
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Testing the expectations hypothesis on corporate bond yields
Azar, Samih Antoine - In: Review of applied economics 16 (2020) 1/2, pp. 117-127
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VIX futures term structure and the expectations hypothesis
Asensio, Ivan Oscar - In: Quantitative finance 20 (2020) 4, pp. 619-638
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012194910
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Validity of the expectations hypothesis of the term structure of interest rates : the case of Saudi Arabia
Harrathi, Nizar; Alhoshan, Hamed M. - In: Review of Middle East economics and finance 16 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012299802
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Yield curves from different bond data sets
Díaz Pérez, Antonio; Jareño, Francisco; Navarro … - In: Review of derivatives research 23 (2020) 2, pp. 191-226
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012229792
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Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
de Vries, Casper; Wang, Xuedong - 2015
The term structure of interest rates does not adhere to the expectations hypothesis, possibly due to a risk premium. We consider the implications of a risk premium that arises from endogenous market segmentation driven by variable inflation rates. In the absence of autocorrelation in inflation,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011288414
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Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
De Vries, Casper; Wang, Xuedong - 2015
The term structure of interest rates does not adhere to the expectations hypothesis, possibly due to a risk premium. We consider the implications of a risk premium that arises from endogenous market segmentation driven by variable inflation rates. In the absence of autocorrelation in inflation,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011307087
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Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B. - 2015
I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they account for up to 31% of the variation in excess bond...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011442885
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Risks in macroeconomic fundamentals and excess bond returns predictability
Rezende, Rafael B. De - Sveriges Riksbank - 2015
I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they account for up to 31% of the variation in excess bond...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011166104
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Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B. - 2015 - February 2015
I provide evidence that risks in macroeconomic fundamentals contain valuable information about bond risk premia. I extract factors from a set of quantile-based risk measures estimated for US macroeconomic variables and document that they account for up to 31% of the variation in excess bond...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010478516
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Inflation, endogenous market segmentation and the term structure of interest rates
Vries, Casper G. de; Wang, Xuedong - 2015
The term structure of interest rates does not adhere to the expectations hypothesis, possibly due to a risk premium. We consider the implications of a risk premium that arises from endogenous market segmentation driven by variable inflation rates. In the absence of autocorrelation in inflation,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011288797
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Inflation, endogenous market segmentation and the term structure of interest rates
Vries, Casper G. de; Wang, Xuedong - 2015
The term structure of interest rates does not adhere to the expectations hypothesis, possibly due to a risk premium. We consider the implications of a risk premium that arises from endogenous market segmentation driven by variable inflation rates. In the absence of autocorrelation in inflation,...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010532587
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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - 2015
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011343492
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Revisiting the term of interest rates: evidence from USA
Kuo, Pao-Lan; Chiu, Chien-Liang; Chang, Tsangyao; Wang, … - In: The empirical economics letters : a monthly … 18 (2019) 11, pp. 1141-1150
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012372785
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Short-run bond risk premia
Mueller, Philippe; Vedolin, Andrea; Zhou, Hao - In: The quarterly journal of finance 9 (2019) 3, pp. 1-34
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The expectations hypothesis of the term structure of interest rates : the Brazilian case revisited
Caldeira, João F.; Smaniotto, Emanuelle N. - In: Applied economics letters 26 (2019) 8, pp. 633-637
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Information in the yield curve: A Macro-Finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2014
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the U.S. bond market. Estimating the model using Bayesian techniques, we find that a single factor explains most of the variation in bond risk premiums. Furthermore, the model-implied...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011506774
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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 - Department of Economics, Trinity College - 2014
Monthly interest rate forecasts from nearly 50 major financial institutions are used to examine the expectations hypothesis at the short end of the term structure for the Canadian T-bill market and Libor markets in the US, UK, and Switzerland. Using CVARs, the term premium is found to move...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011204530
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Information in the yield curve: A Macro-Finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - Nationale Bank van België/Banque national de Belqique (BNB) - 2014
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the U.S. bond market. Estimating the model using Bayesian techniques, we find that a single factor explains most of the variation in bond risk premiums. Furthermore, the model-implied...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011272775
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Information in the yield curve : a macro-finance approach
Dewachter, Hans; Iania, Leonardo; Lyrio, Marco - 2014
We use a macro-finance model, incorporating macroeconomic and financial factors, to study the term premium in the U.S. bond market. Estimating the model using Bayesian techniques, we find that a single factor explains most of the variation in bond risk premiums. Furthermore, the model-implied...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011590215
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Bond return predictability in expansions and recessions
Engsted, Tom; Møller, Stig V.; Sander, Magnus - School of Economics and Management, University of Aarhus - 2013
We document that over the period 1953-2011 US bond returns are predictable in expansionary periods but unpredictable during recessions. This result holds in both in-sample and out-of-sample analyses and using both univariate regressions and combination forecasting techniques. A simulation study...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010851230
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Predictions of short-term rates and the expectations hypothesis
Guidolin, Massimo; Thornton, Daniel L. - In: International journal of forecasting 34 (2018) 4, pp. 636-664
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012031076
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The Expectations Hypothesis of the Term Structure of LIBOR US Dollar Interest Rates
Milobedzki, Pawel - In: Dynamic Econometric Models 12 (2012), pp. 5-18
Using the monthly sampled data on LIBOR US dollar interest rates and maturities ranging from 1 to 12 months from 1995 to 2009 we provide with a number of tests of the expectations hypothesis based on a 3-variable VAR allowing for a time-varying term premium. We find some evidence against the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010875603
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Alternative Term Structure Models for Reviewing Expectations Puzzles
Nikitopoulos-Sklibosios, Christina; Platen, Eckhard - Finance Discipline Group, Business School - 2012
According to the expectations hypothesis, the forward rate is equal to the expected future short rate, an argument that is not supported by most empirical studies that demonstrate the existence of term premiums. An alternative arbitrage-free term structure model for reviewing the expectations...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010643369
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Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1667-1703
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011928402
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Risk premia and the VIX term structure
Johnson, Travis L. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2461-2490
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011929346
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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, ebvufind01.dmz1.zbw.eu/10011642177
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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, ebvufind01.dmz1.zbw.eu/10011797010
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Volatility, Money Market Rates, and the Transmission of Monetary Policy
Carpenter, Seth B.; Demiralp, Selva - 2011
We explore the effect of volatility in the federal funds market on the expectations hypothesis in money markets. We find that lower volatility in the bank funding markets market, all else equal, leads to a lower term premium and thus longer-term rates for a given setting of the overnight rate....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010500183
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Mean-variance cointegration and the expectations hypothesis
Strohsal, Till; Weber, Enzo - 2011
The present paper sheds further light on a well-known (alleged) violation of the expectations hypothesis of the term structure (EHT) - the frequent finding of unit roots in interest rate spreads. We show that the EHT implies (i) that the nonstationarity stems from the holding premium, which is...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10010281525
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Volatility, Money Market Rates, and the Transmission of Monetary Policy
Carpenter, Seth B.; Demiralp, Selva - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2011
We explore the effect of volatility in the federal funds market on the expectations hypothesis in money markets. We find that lower volatility in the bank funding markets market, all else equal, leads to a lower term premium and thus longer-term rates for a given setting of the overnight rate....
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10009371669
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Mean-Variance Cointegration and the Expectations Hypothesis
Strohsal, Till; Weber, Enzo - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
The present paper sheds further light on a well-known (alleged) violation of the expec- tations hypothesis of the term structure (EHT) - the frequent finding of unit roots in interest rate spreads. We show that the EHT implies (i) that the nonstationarity stems from the holding premium, which is...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10008836597
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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, ebvufind01.dmz1.zbw.eu/10011436544
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Learning and the yield curve
Sinha, Arunima - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 513-547
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011516602
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The rent term premium for cancellable leases
Yoshida, Jiro; Seko, Miki; Sumita, Kazuto - In: The journal of real estate finance and economics 52 (2016) 4, pp. 480-511
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10011717655
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