Cointegration analysis of the expectations theory of the term structure
Farrokh Nourzad and R. Scott Grennier
| Year of publication: |
1995
|
|---|---|
| Authors: | Nourzad, Farrokh |
| Other Persons: | Grennier, R. S. (contributor) |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 47.1995, 3, p. 281-292
|
| Subject: | Zinsstruktur | Yield curve | Erwartungsbildung | Expectation formation | Theorie | Theory | Schätzung | Estimation | USA | United States | 1981-1994 |
| 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/10001187374