Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe
| Year of publication: |
2002-07-01
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|---|---|
| Authors: | Hallett, Andrew Hughes ; Richter, Christian R |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Interest Rates | Time Dependent Spectral Analysis | Behavioural Finance | Learning | Uncovered Interest Parity |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 3 |
| Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; F31 - Foreign Exchange ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10005706624