Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?
Jamel Boukhatem (Umm al-Qura University, Saudi Arabia and University of Tunis, Tunisia)
| Year of publication: |
January/February 2016
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| Authors: | Boukhatem, Jamel |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 32.2016, 1, p. 239-254
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| Subject: | Term Structure | Expectations Hypothesis | Bond Yields | Cointegrated VAR | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Erwartungsbildung | Expectation formation | Kapitaleinkommen | Capital income | Schätzung | Estimation | Tunesien | Tunisia | Anleihe | Bond | VAR-Modell | VAR model | Kointegration | Cointegration | Staatspapier | Government securities |
| 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/10011436544