A reconsideration of the role of forward-market arbitrage in Keynes’ and Hicks’ theories of the term structure of interest rates
Lucy Brillant
| Year of publication: |
2014
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|---|---|
| Authors: | Brillant, Lucy |
| Published in: |
The European journal of the history of economic thought. - Abingdon, Oxfordshire : Routledge, Taylor & Francis Group, ISSN 0967-2567, ZDB-ID 1174455-8. - Vol. 21.2014, 6, p. 1085-1101
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| Subject: | arbitrageurs | borrowers | forward rates | expected short-term rates | lenders | liquidity risk premium | long-dated securities | preferred habitat | term structure of interest rates | Zinsstruktur | Yield curve | Theorie | Theory | Risikoprämie | Risk premium | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010483243